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By default, Adobe creates a bookmarks list based on information that came in with the files. The separate file names appear as top-level or leftmost entries. With .docx files, headings will appear in their proper order and levels, but pages are not recognized. With .pptx files, slides are listed. The links to file names, headings, and slides in the Bookmarks list are rearrangeable, but this does not change their order, or any other content, within the files. It can save time to just rely on this bookmark list, and dispense with the Table of Contents above, but this list may not be available if your readers elect to print out your PDF.
In most cases Acrobat will auto-generate a set of bookmarks when you combine the files. File names will be the major headings, but there may be additional sub-headings, for example generated from the headings within the files, or individual slides in a slidedeck.
If you right-click on a bookmark, you get a variety of different options, including to delete or change it's destination (where it goes when a reader clicks it.) Probably most useful is "rename," since you may want more descriptive headings than your file names.
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