Bookmarks and Navigation Bar

I am attempting to create a navigation bar similiar to the link seen below. How do I go about creating a nav pane on the side that only switches between the "Pages" and the "Callout" pages. I understand how to use bookmarks to change pages, but not within elements of page. Or when you change from "Pages" to "Callout" is the entire page being changed and it is just that seamless? I would really like to have a 2 in 1 nav bar that includes a bookmarks nav for pages and Call out values within the same pane. Is this achievable?

https://community.powerbi.com/t5/Themes-Gallery/Gartner-Bakeoff-Opioid-Crisis-Theme/m-p/377908