I don't know if the layout I need has a specific name... Let me try to explain it.
I would like to have lateral tabs on the outer margins of my document containing the title of a section (or any other mark such as the first letter or the name of the author of an article inside a book). Its a kind of head mark but located on the side margins.
Besides that, these tabs should get down on the page as we go on through the sections.
Finally, the tabs should be on the very border of the page, so we can see it (or at least its presence) when the book is closed.
This layout is often used in dictionaries (cf. bellow picture of Duden Universalworterbuch), yellow pages and also the old telephone agendas, so one can find the entries sections easilly by alphabetical order.
Hope I could make myself clear and I appreciate your help.

thumbindexis the name, most likely – Jul 14 '16 at 12:45thumbs,thumb, andthumbyon CTAN. Maybe one of them will suit your needs. – Willie Wong Jul 14 '16 at 13:15