In V3 when finishing an audio project you can add chapter markers using the “⌘b” key sequence. In looking at V4 it appears there is the facility to add a label track (which you can’t add) and there appears to be no way to add the label track markers. eg. Chapter 1, Chapter 2, etc.
That feature is not yet implemented in Audacity 4.
From the Audacity 4 download page:
What’s not implemented
Some yet-to-be finalized features might appear non-functional, or have been excluded from Audacity’s interface. These are features not yet ready for user testing, and have been disabled.
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Nyquist, LADSPA and VAMP and the OpenVINO plugins
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Preferences from Audacity 3 are not carried over
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Envelopes and label tracks
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Spectrogram view and the spectral editing mode
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Most built-in effects, including generators and analyzers
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Opening multiple projects at the same time