at the top of the window, bookmarks->manage bookmarks->click the button 'add folder'. type in whwat you want, press ok.
to ad bookmarks to that folder, once on the site you want, click bookmarks->bookmark this page. choose that folder!
another easier way is to open the bookmarks side panel (may be a button at the top of window, or press ctrl+B), and drag the little icon next to the "http:" bit at the top of the window to the folder you want. it'll get added that way too.