Open the documentation, e.g.: ABAP Keyword Documentation .
Navigate to the subject you want to bookmark, e.g.
Get the hyperlink using the right mouse button on the tree node:
You get something like: javascript:call_link('abapdo.htm').
From that you learn that the file name is abapdo.htm.
Now you can enhance the entry link
http://help.sap.com/abapdocu_750/en/index.htm
...?file=abapdo.htm
and that's that.
