You can annotate key points in time in your recordings using Events. This could for example be the start and end of a stimulus presentation in your experiment. Alternatively you could create an event to mark an anomaly that occured during data collection to later exclude this section from your analysis.
An event is essentially a timestamp in a recording with an assigned name. All events associated with a recording are saved as part of it and can be accessed afterwards.
At recording time, you can use the Monitor App to create events manually. Alternatively, you can use the real-time API to create events programmatically. See for example this guide on using the real-time API to automatically track progress of an experiment.
Post hoc you can add events to recordings in Pupil Cloud.