What I mean is the TOC should be constructed using Bookmark

Menu > Insert Bookmark

It can be easily done by creating a new style. Probably a better option than bookmark. Since the solution I saw is using the Add Bookmark method, I would like to explore how I can do it. Unfortunately, after trying for some time, I am not able to get it done manually.

Have been clicking on References > Table of Contents > Insert Table of Contents, no option that allow me for selection apart from the styles. Maybe it is not something possible. That's why I try my luck posting my question here. Probably someone have done it before.

Thanks a lot ....

Just a thought, but if you try to assemble a ToC from hand-made bookmarks you're giving yourself extra work making sure all the bookmarks are included in the ToC and in the right order. If you want a custom ToC, styles seem the way to go.

I'm not saying it's impossible to do what you describe, and perhaps some more knowledgeable contributor will come up with a description for you.