The tocdepth counter value determines which structure level will appear in the ToC and in the related bookmark panel. Displaying all usual structure levels (i.e. from \part to \subparagraph), say \setcounter{tocdepth}{5}.
In order to hide the section etc. numbers use an appropriate value for the secnumdepth counter. Hiding paragraphs etc. needs a value of 3 only.
More options are available if the bookmark package is loaded.
Don't forget to compile twice to make changes effective.
For a more detailed description see https://tex.stackexchange.com/a/291312 please.
\documentclass{book}
\usepackage[bookmarksopen=true,bookmarksopenlevel=5]{hyperref}
\setcounter{secnumdepth}{3}% Only down to \subsubsection shall be numbered
\setcounter{tocdepth}{5}
\begin{document}
\tableofcontents
\chapter{Foo chapter}
\section{Foo section}
\subsection{Foo subsection}
\subsubsection{Foo subsubsection}
\paragraph{Foo paragraph}
\subparagraph{Foo subparagraph}
\end{document}
\setcounter{secnumdepth}{2}and\setcounter{tocdepth}{5}should work. The paragraphs etc. are not numbered in text, but still appear in thebookmarks(and ToC, however!) – Nov 01 '17 at 23:34