Location Markers appear in the Locations ruler at the top of the timeline. The begin and end markers appear automatically, but you can create custom markers at any position in a session.
To add a marker at the current playhead position, press Num-↵ (the Enter key on the numeric keypad). Alternatively, use Transport > Markers > Add Mark from Playhead.
To add a marker at an arbitrary location on the timeline, navigate to the desired position, right-click on the Locations ruler and select New Location Marker. You can also go to the Editor list, click New Marker and use the clock widget to set its position.
For details see Getting To Know the Ranges & Marks List and Using Ardour Clock Displays.