I have noticed new os & app versions offer features unknown, wished for, or imagined by users like myself who stay back from the proverbial "latest and greatest".
In my experience, XFCE's Thunar does not have a bookmarks feature like PCManFM.
If you're in a new Thunar version that offer bookmarks, you can disregard this post.
If you need bookmarks in Thunar, here's a handy trick:
If it does not exist, create a configuration file called .gtk-bookmarks in /root.
The bookmark format is similar to a local URL
file://[path to your target][space][bookmark name]
When you reload Thunar, your bookmarks will display under PLACES like root, Desktop, and Trash (items that can appear when properly installed, that will not be in your bookmarks file).
Bookmarks in PLACES can be turned off like partitions with a right-click.
Sample:
