I'll assume that you've already saved your bookmark, so that its available from the drop-down menu:
Click on 'Bookmarks'. Go to the item which you want to add to your toolbar. Right-click and select 'Copy'. Right-click on the toolbar and select 'Paste'.
You can create a completely new bookmark on your toolbar (i.e. one which doesn't appear in the drop-down list) by right-clicking on the toolbar and selecting 'New bookmark'. However, it's usually easier to save the bookmark to the drop-down list first.
Chris