Go to Bookmarks > Organize Bookmarks
Open the Bookmarks Menu folder (left pane).
In the right pane, right-click and select New Folder from the menu. Name the folder(s).
A list of the folders that you create will appear in the left pane.
Once you have the list of folders you want, then click on Bookmarks Menu in the left to make sure it is selected. Scroll down the right pane and drag your bookmarks from the right pane to the folder required in the left pane.