Technically the Divi Dot Navigation is a floating bar with built-in anchor links. The Dot Navigation feature automatically creates anchor links out of your sections. 

To turn on dot navigation for your page, simply set the Dot Navigation option to “ON” under the Divi Page Settings at the top right of the screen when editing your page and then save the page.

Once you turn on Dot Navigation, Divi automatically adds a transparent menu on the right side of your page. 

When you add a new section, a new circle link (or dot) will be added automatically to your floating side nav. Users can click the dots to skip to different sections on the page. 

It also makes it easier to identify where the visitor is on the page, making long-format pages easier to understand and navigate.

Notice: It works only if you have more than one section. If there is only one section the dot navigation won't be displayed.