I'm not sure exactly what you mean .... you can download email attachments by right-clicking them or double-clicking them but when you mention bookmarks, then all I can think of is Web Browser Bookmarks.
If you want to add a URL link from an email to your web browsers bookmarks, then you would just click on the URL link in the email, then when your web browser launches and is directed to the link, just add it to your bookmarks by clicking on Command + D and following the prompts ...
Is this what you mean?