Hello A.J.B.,
To have the chapter marks appear at the bottom of the Kindle display, you need to create the e-book using Kindlegen.exe.
Kindlegen uses the OPF file (the OPF file contains the manifest), to determine what is front matter and what are content divisions. If content divisions (usually chapters), are recognized, the e-book package will contain chapter markers displayed at the bottom of a portable Kindle display.
If you are not seeing the chapter markers at the bottom of the screen, either content divisions are not correctly identified, or the tool you are using to create the kindle book is inadequate.
I recommend creating a mobi file by submitting an OPF file to kindlegen.exe, then uploading the .mobi file to KDP. How to produce a Kindle e-book is covered in my e-book, How To Build A DIY E-Book (see "Publishing Frenzy" in the MWC Self-Publishing Central forum).
Tony