How to highlight certain portion of the PDF like the links, end notes etc?

To make any kind of changes to a PDF file you’ll need to use some kind of PDF editor: http://www.google.com/search?q=PDF+Editor
There are many options, and I can’t really comment on the quality of any of them. Adobe Acrobat is the standard for editing PDF files, but it’s $300.

Adobe Acrobat Reader, which is what you’re probably using to view PDF files doesn’t allow you to make any kind of changes.