Official comment
Yes, they are called hot cues. They can be recorded and triggered with these 4 blue pads. 
Just bought the XDJ RX.... My previous program was TORQ. I am having some troubles. Can I set multiple visible cue points on one track so I can make a mark at the beginning of my mix out point? That way I know when I need to start my next track. :-)
Yes, they are called hot cues. They can be recorded and triggered with these 4 blue pads. 
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Similarly, you can prepare your transitions using Rekordbox.
If you click the view option near the top of the window to "show two players", you can mix two tracks together, test and create 'memory', or cue points which will appear as a small red arrow within the waveform...
When you prepare these in rekordbox, as you export your tracks to USB they will always be on there, whereas if you do it on the gear you need to insert the USB back into your computer, right click the playlist ON THE USB (the one with all your new hot cues) and 'import to rekordbox'....
Hope that is a more detailed explanation to help you start out :)