I've noticed that when viewing some PDFs in Evince some of them have a index in the left side of Evince where items are clickable.
Well i want to build something like that for one PDF is that possible in Ubuntu?
like this 
There are many ways for crating TOC in PDF. Best one is probably using pdfmarks file which exposes all possibilities described by Adobe pdfmarkReference
It's not that hard to programatically parse PDF documents and collect needed information for creating this pdfmarks files, which afterwards can be embedded in PDF file by using GhostScript i.e.
For an easy way of manually adding TOC entries, like you want I assume, PDFMod GUI utility can help. It's listed in Synaptic
