All it would need would be for an 'index' button to be put on threads and posts, next to the 'like', 'Quote' and 'Reply' buttons. If a forum user wanted to add a post or thread to the index they would simply click the button, fill in a box for heading and maybe subheading, then a short description and then click another button to finish. The entry would then be automatically added to an alphabetical index and over time the members could create something like a book index that could be browsed. The index buttons on the posts could change colour when they were indexed, but that's the sort of detail that XenForo could sort out if this was thought worthwhile.
Instead of bookmarking pages (and then losing the bookmarks!) members would create an index entry that would be just as easy to access and take no more effort to create than a bookmark.