Unfortunately, there isn鈥檛 a way to do this in the editor itself. You can add it on the frontend by specifying a custom node renderer for headings: react-datocms/docs/structured-text.md at master 路 datocms/react-datocms 路 GitHub
But then those are auto-generated based on the heading text, and you can鈥檛 easily link to them from within the editor itself 
You can also make a custom plugin to do this, but that鈥檚 quite a bit more work.
There鈥檚 a previous thread about this with a bit more info: How to add id attribute to paragraph from structured text field? and an outstanding (similar) feature request: Ability to add the id attribute to the paragraph inside the structured text field?
If you need something that works ASAP though, probably the custom node renderer would be the quickest. Sorry we don鈥檛 have that built-in! (Edit: Or your custom block idea would work just as well, and give you more flexibility)