Bookmarks are a great way to work with a particular section within one of your existing files. They show up just like any other item in the score menu, start and stop on the pages you specify, and can even have their own metadata (including audio tracks).
They also show up in the bookmarks menu, which only shows bookmarks for the score you’re currently viewing. You can sort them by page number, alphabetically, or search for a particular title.
The only major difference between a file and a bookmark is that all bookmarks depend on their source file (so if you delete the original file, all of its bookmarks will disappear as well).