I'm not totally sure what you're end goal is, if you're wanting to put them in a folder to backup them/transfer them, or if you're trying to just group them so it's easier to find when you've got a ton of bookmarks.
I'm assuming you're wanting to group them, like how you can make folders in a web browser on your computer. Android works different...so bear with me.
Instead of "Folders", you have "Tags".
Press and hold a bookmark to bring up the menu uptions for it. Go to "edit bookmark". Press the "Add tags" button. If you've never used tags before, there won't be any showing.
Make new tags by typing in the box that says, "Tag name", and pressing the + sign next to it. Make as many tags as you want, and name them as you would your "folders" on your computer. For my bookmarks, I have "Sports", "Financial", "News", etc.
Now then...back to it. In the list below, select all the tags you want for that particular bookmark. This is where things are a lot different than on your computer...a bookmark can have several different tags. So when you sort by Tags, for instance, I can have my ESPN.com bookmark listed under both "Sports", and "News", if I want.
After you're done with all of these (have to do 1 bookmark at a time), go back to your "Bookmarks" in your browser. Click at the bottom of the page on the "Tags" (right next to the bookmarks). Now your bookmarks are sorted by category, and things are easier/cleaner to find.
I hope that's what you're looking for, but I don't know for certain. If you're looking for a way to backup/transfer bookmarks from your phone, I haven't figured out how to do that, yet...haven't really had the need to learn, either, so I'm not much help there.