Mark only genes or gene products for the genes concept. You can check if something is a gene or gene product at http://genenames.org, though I personally find http://biogps.org to be much more user friendly.
You don't have to type the full name into either of these gene search engines. You can just type the abbreviation or gene symbol.
Do this imply we have not to mark any protein if it is not reported any gene name in the text? Many times, for instance, it's reported the term transferrin alone without any reference to gene. Should we mark it?
BTW. Is it possible there is nothing to mark as in quest 168: Glycositation diseases: quo vadis?. I marked the terms Glycositation diseases (in the title) even if is not an official term. Is it correct?
Not exactly. You don't have to mark broad categories of proteins like 'glycoprotein', but you should mark specific proteins like 'transferrin'. Many proteins like 'transferrin' will show up with no reference to the gene itself, but shares the same name as the gene. Since 'transferrin' (the protein) is a product of the transferrin gene, you should mark it.
It is possible that some docs may not have anything to mark, but it's also rather unlikely. I too would probably mark 'Glycosylation diseases' in the title as a disease class (part of the diseases concept).