Place sequence markers on the timeline in Premiere Pro by right-clicking the dark grey band in the timeline (or where the work-bar is) and selecting "next available numbered." This will allow you to set markers that will become chapter markers in Encore.
"I took these instructions from some other post But it did not work."
What am I doing wrong? The Timline Import into encore did not include the Chapter Markers that I put in the Premier Sequence.