The documentation at http://ipython.org/ipython-doc/stable/interactive/notebook.html says
You can provide a conceptual structure for your computationa
You can add a TOC manually with Markdown and HTML. Here's how I have been adding:
## TOC:
* [First Bullet Header](#first-bullet)
* [Second Bullet Header](#second-bullet)
## First Bullet Header
code blocks...
## Second Bullet Header
code blocks...
It may not be the best approach, but it works. Hope this helps.