Drawing attention to you is often termed as 'pulling aggro' and it is not the same as 'marking'.

Marks are kind of like commands given to other players. You usually set them up before a fight, although some will put marks on targets if they appear during a fight as well. The commands are essentially attack, bind (apply a CC, such as sleep), or don't attack. Usually it is the tank who uses marks to direct dps to attack specific targets so they don't lose aggro on them and the dps can quickly kill targets. The benefit to marks is that it makes it easier for players to know what to do and to write specific macros using those marks (rather than having them spend a couple seconds to tab through a bunch of enemies to target the right one). It is not specifically necessary until higher level, although some will argue you should begin practicing it asap for party play.

For PC, there is a tab called 'Signs' on your right-handed menu (top, 2nd or 3rd from the right) that you can open up and it gives you various target options. You can bind them to hotkeys, or check your control and keybindings to set up your hotkeys. I believe the default command is ctrl+1 or alt+1, i'm not quite sure. I personally changed them to my f1 keys or have them in macros.

You do not have to mark every single enemy. Only the important or difficult ones. Bosses can be marked as will priority targets, such as healers, buffers, or any other enemy that will be trouble if left alone. The point is to make the target easy for the other party members to find or to tell your dps to focus fire enemies in a specific order.