Bookmarks you mean. Yes, in nnn you can jump to the bookmark from anywhere and then press `Alt-O` (my preferred key) to start the search.
But you know what, let me share a smarter workflow:
find . -iname "*.mp3" -print0 | nnn -p -
Now you list all yours mp3 files in nnn, examine/play them and finally get to cherry-pick some and print them to stdout when you quit nnn.
BTW, you can also run the find within nnn and list in nnn.