For target points, Edit mode in the PVI, Press Nav TGT pnt, lase up your target location, press number you wanna save, Uncage Shkval, Enter, then go into opp mode again.
Data Link Targets are a bit quicker to save, though slightly slower to recall depending on how many you do. Just target type button and then SendMem. That vid I posted in the other link as the first in a playlist that deals with all these things in probably-too-much detail.