Notes is very much a work in progress. Here is a link to the How To guide so that you can learn to use it most effectively in its current release:
https://ue.ldschurch.org/ldsapphelp/notesandjournal/.
The current version of Study Notebook does not allow one to highlight any sort of special formatting, including special fonts, some italics, long quotations, or bullets. Here is one way to work around the bug:
1. Highlight the bullets.
2. Hit CTRL and C at the same time.
3. Highlight the sentence *before* the bullets and when the little box comes up....
4. Click on the 'Note' part.
5. Then, hit CTRL and V. The bullets that you felt were important will be saved in your journal, even if they are not highlighted on your page.
Notes also does not work with every page on LDs.org - only scriptures, some manuals and magazine articles. You can use a similar procedure to save important information on these other types of pages:
1. Highlight the information.
2. Hit CTRL and C at the same time.
3. Create a new journal entry.
4. Click on the note part.
5. Then, hit CTRL and V. The information that you wanted to highlight will be saved in your journal, even if it is not highlighted on your page.