There is no bookmark option. There is, however, a subscription option. At the bottom of each thread, there should be a link. Clicking that will ask you if you'd like to be notified via emails about the subscription or not. Regardless, unread threads you've subscribed to will show up in your User CP. That said, if you go into your User CP (the link is at the top of the page) and scroll down the left hand side bar, you should find the link for subscribed threads and/or forums. Clicking this link will show you all threads you've subscribed to. The ones in bold are unread by you.
Hope this helps.