Have you read the Markers reference in Scintilla doc?
This reference can be a bit obscure, so I advise to take a look at the source code of SciTE as well. This text editor was originally a testbed for Scintilla. It grown to a full fledged editor, but it is still a good implementation reference for all things Scintilla.
In our particular case, there is a Mark All button in the Find dialog. You can find its implementation in SciTEBase::MarkAll() method. This method only loops on search results (until it loops on the first search result, if any) and puts a bookmark on the found lines (and optionally set an indicator on the found items).
The found line is gotten using SCI_LINEFROMPOSITION(posFound), the bookmark is just a call to SCI_MARKERADD(lineno, markerBookmark).
Note that the mark can be symbol in a margin, or if not associated to a margin, it will highlight the whole line.
HTH.