The point is that when a bookmark is saved, it includes the current shuffle state in the bookmark. When the bookmark is later selected ("played"), the shuffle state is restored.
Lets say you are listening to a book. Shuffle is off, and you create a bookmark. Later, you turn shuffle on and listen to some music. If you then resume listening to the book via the bookmark, shuffle will automatically be turned off. If you created a bookmark for the music earlier and you resume that via its bookmark, shuffle will be turned on again.
This happens automatically when you use bookmarks, so there's nothing special you need to do - apart from creating bookmarks and resume playback via bookmarks (and you can have bookmarks automatically created when you stop playback if you want).