Calibre ebook reader from the default Ubuntu repositories does not natively support saving highlighting, only temporary highlighting of a single text snippet to select it for copy/paste. According to the developer of Calibre there are no plans to add this feature to Calibre either. Except for the missing highlighting/annotation feature, Calibre is a versatile ebook library management application that can do almost anything.
There is a project on GitHub called whacked/calibre-viewer-annotation that adds annotation/highlight capability to Calibre. whacked requires sqlalchemy as a dependency which can be installed by:
sudo apt-get install python-pip
sudo pip install sqlalchemy
About the requested no download/installation, I'm sorry to report that whacked does require downloading, and its installation is more complicated than you wished for, so I think it's intended for geeks.