What do you mean by "mark"? There are really only two annotation categories: intervals and boundaries. If you wanted to break everything up into phrases of some sort or another, you'd probably just create a separate tier and then mark the extent of each tier as an interval.

Ah. Your question isn't really so much about Praat, then, but rather just annotations for syllable boundaries and prosodic units.

Generally speaking, syllables are marked with a period: [pɑl.ɪ.sɪ.læb.ɪk]
If you want to mark primary and secondary stress, you can do that with high and low tick marks: [ˌpɑl.ɪ.sɪˈlæb.ɪk]

Minor intonation breaks are generally marked with a single line | and phrase breaks with a double line ‖