Bookmarks should appear in the graph (since commit:b5a342a). They are displayed in a little tab shape at the top of the changeset rectangle. It isn't possible to create one or do anything else with one from within easyhg, the only thing supported is display.
Is this feature not working for you?
(I've just noticed though that the history graph doesn't automatically refresh if you add a bookmark from hg -- you have to hit ctrl-R to get it to appear. Bookmarks that already existed when you started up the easyhg instance should appear though.)