Markers are markers and that's all there is to them. They are just pretty colours on the map.
Conceptually, Objectives are associated with triggers. For example, say you want the Objective to be that you clear a village of the enemy (lets say East).
Create a trigger covering the village:-
activation box: East not present
type: End#1
condition: this
on activation: "1" ObjStatus "Done"
Now we want some nice colours on the map, so create a marker at the village. In the Briefing create a link to the marker.
And that's it. When the village is clear the mission will end and the Objective will be marked with a green tick.
Does that make sense? I recommend you look at the Tutorial Mission in the Editors Depot. You can take it to bits to see how it works and hopefully it will help all the pieces to fall into place.
If you there is something you don't understand then just ask
The more specific you are with the question the easier it will be for us to answer.