Thanks, you perfectly address what I want to do. I already do use the navigation bar within the docked cell (which you show above) to move around within a section file. The way this is done is shown below.  I got the code to set up the navigation menu in the docked cell from Tom Wickham Jones.
 (* *************************************************************************************** *) CreateLinks[nb_] := Module[{tagLis = {},data},  SelectionMove[nb, Before, Notebook];  While[(SelectionMove[nb, Next, Cell];      data = NotebookRead[nb]) =!= {},   tagLis = Join[tagLis, Cases[data, Rule[CellTags, tg_] :> tg]]];  MapThread[#1 :> {NotebookLocate[#1],       FrontEndExecute[{FrontEndToken[         "SelectionOpenAllGroups"]}]} &, {tagLis}]]          (* *************************************************************************************** *) Options[BuildDockedCell] = {dockedcellcontent -> Cell[TextData[{"Tutorials on Probabilistic Seismic Hazard Analysis", StyleBox["\nFrank Scherbaum ", FontSize -> 14],     StyleBox["  University of Potsdam", FontSize -> 12, FontSlant -> "Italic"]}], FontFamily -> "Helvetica",     CellMargins -> {{0, 0}, {0, 0}}, TextAlignment -> -0.5`, FontSize -> 20, FontColor -> ColorData["HTML"]["Gold"], Background -> ColorData["HTML"]["MidnightBlue"]],    navigationMenuHeader->"Figures",manuscriptdir->$HomeDirectory};    BuildDockedCell[manuscriptname_, opts : OptionsPattern[]] := Module[{nb, dcell1, menucell},  SetOptions[OpenManuscript,FilterRules[{Options[BuildDockedCell]},Options[OpenManuscript]]];  SetOptions[OpenManuscript,FilterRules[{opts},Options[OpenManuscript]]];   nb = OpenManuscript[manuscriptname];    dcell1 = OptionValue[dockedcellcontent];  If[dcell1 =!= None,  menucell = Cell[BoxData@ToBoxes@Grid[{{         ActionMenu[          Row[{OptionValue[navigationMenuHeader]}],          CreateLinks[nb],          ImageSize -> {85,25},          ImageMargins -> 0, FrameMargins -> 0,           BaseStyle -> {"MSG", 12}]}},       Spacings -> {0.5, 0.5}, Alignment -> {Left, Top}],    "DockedCell", Background -> GrayLevel[0.95]];  SetOptions[nb,DockedCells -> {dcell1, menucell}],  SetOptions[nb,DockedCells ->Inherited]];  nb ]    (* *************************************************************************************** *)   Options[BuildDockedCellWithGoBackButton] = {dockedcellcontent -> Cell[TextData[{"Tutorials on Probabilistic Seismic Hazard Analysis", StyleBox["\nFrank Scherbaum ", FontSize -> 14],     StyleBox["  University of Potsdam", FontSize -> 12, FontSlant -> "Italic"]}], FontFamily -> "Helvetica",     CellMargins -> {{0, 0}, {0, 0}}, TextAlignment -> -0.5`, FontSize -> 20, FontColor -> ColorData["HTML"]["Gold"], Background -> ColorData["HTML"]["MidnightBlue"]],    navigationMenuHeader->"Figures",manuscriptdir->$HomeDirectory};     BuildDockedCellWithGoBackButton[manuscriptname_,opts:OptionsPattern[]] :=  Module[{nb, dcell1, gobackbutton, goforwardbutton,menuitem},  SetOptions[OpenManuscript,FilterRules[{Options[BuildDockedCellWithGoBackButton]},Options[OpenManuscript]]];  SetOptions[OpenManuscript,FilterRules[{opts},Options[OpenManuscript]]];    nb = OpenManuscript[manuscriptname];    dcell1 = OptionValue[dockedcellcontent];  If[dcell1 =!= None,  menuitem = Grid[{{      ActionMenu[       Row[{OptionValue[navigationMenuHeader]}],       CreateLinks[nb],       ImageSize -> {85,25},       ImageMargins -> 0, FrameMargins -> 0,        BaseStyle -> {"MSG", 12}]}},    Spacings -> {0.5, 0.5}, Alignment -> {Left, Top}    ];  gobackbutton =    Button["<",     FrontEnd`FrontEndExecute[     FrontEnd`FrontEndToken[ButtonNotebook[], "HyperlinkGoBack"]],     Evaluator -> None];  goforwardbutton =    Button[">",     FrontEnd`FrontEndExecute[     FrontEnd`FrontEndToken[ButtonNotebook[], "HyperlinkGoForward"]],     Evaluator -> None];    SetOptions[nb,   DockedCells -> {dcell1,      Cell[BoxData[       ToBoxes[Row[{gobackbutton, goforwardbutton, " ", menuitem}]]],       "DockedCell", Background -> GrayLevel[0.95]]}]      ,   SetOptions[nb,DockedCells ->Inherited]];   nb]
For my workflow, I simply wanted to check each section file in the CDF player  separately but then put them together into a single book file. I haven´t yet checked if this makes sense at all. 
By the way, for my own workflow, I have generated eBookUtilities package which contains all the material I collected (primarily from Eric Schulz and Tom Wickham Jones) for this purpose. It now contains quite a bit of stuff which I no longe ruse since my workflow has changed quite a bit but  some of it may be interesting for others .  I´d be happy to share it with anybody who is interested but it may need some QA. Below is the main guide page. 
 eBookUtilities
 This is a collection of tools to facilitate  the production of electronic books using Mathematica. Starting point was the material genererously shared by  Eric Schulz and which was  presented at the Wolfram Technology Conference 2011 in his presentation  Sharing Wisdom Gained From Publishing a CDF eBook. 
 updateStylesheet \[LongDash] updates the style sheets in a list of notebooks 
 MakeCombinedManuscript \[LongDash] generates a combined manuscript notebook (with all material from file supportfilename)
 MakeCleanManuscript \[LongDash] generates a cleaned manuscript notebook file from which output cells, etc. are removed 
 MakeCleanCDF \[LongDash] generates clean  CDF from the combined manuscript notebook 
 SaveNotebookAsCleanCDF \[LongDash] saves input notebook directly as clean CDF with docked cell
 
 BuildDockedCell \[FilledVerySmallSquare] BuildDockedCellWithGoBackButton \[FilledVerySmallSquare] CDFdir . CloseManuscript \[FilledVerySmallSquare] CloseSupport \[FilledVerySmallSquare] combinedCleanNBdir \[FilledVerySmallSquare] combinedNBdir \[FilledVerySmallSquare] dockedcellcontent \[FilledVerySmallSquare] CreateFigureCell \[FilledVerySmallSquare] CreateImageCell \[FilledVerySmallSquare] CreateLinks \[FilledVerySmallSquare] CreateTableCell \[FilledVerySmallSquare] DeleteDockedCell \[FilledVerySmallSquare] EvaluateManuscript \[FilledVerySmallSquare] EvaluateSupport \[FilledVerySmallSquare] MakeCleanCDF \[FilledVerySmallSquare] MakeCleanManuscript \[FilledVerySmallSquare] makeCleanUpPalette \[FilledVerySmallSquare] MakeCombinedManuscript \[FilledVerySmallSquare] makeHideCodePalette \[FilledVerySmallSquare] makePrivateFontsPalette \[FilledVerySmallSquare] manuscriptdir \[FilledVerySmallSquare] navigationMenuHeader \[FilledVerySmallSquare] NumberOfColors \[FilledVerySmallSquare] OpenManuscript \[FilledVerySmallSquare] OpenSupport \[FilledVerySmallSquare] SaveManuscript \[FilledVerySmallSquare] SaveNotebookAsCleanCDF \[FilledVerySmallSquare] SaveSupport \[FilledVerySmallSquare] setAutoReplacements . stylesheetdir \[FilledVerySmallSquare] stylesheetfile \[FilledVerySmallSquare] supportfiledir \[FilledVerySmallSquare] updateCurrentStylesheet \[FilledVerySmallSquare] updateStylesheet 
TUTORIALS
How to organize the writing process
Link to chapter 3 secton 1