Create table of contents for PDFs and EPUBs, how?

I have some PDFs and when I convert them to Epubs with Calibre, they lose their table of contents. I also have some PDFs without table of contents. How do I create Table of Contents?

I do not need table of contents for all books, like novels, but I do for many books, like school books.

Some thing I tried was copying and pasting everything to Word and then using the proper Headings function. But its impossible with giant books...