If you double-click the star when adding it to your favorites, it will bring up a dialog box with more options, including which folder you would like the bookmark to be added to, like so:
The other option is to use an addon:
Add Bookmark Here 2 addon from Mozilla Addons.
- Expand all fields in Bookmark Dialog.
- Customize the position of "Add Bookmark Here" & "Open All Tabs".
- Remember the last selected folder when you bookmark a page.
- Insert bookmarks from the top of Menu.
- Add a bookmark without showing the Bookmark Dialog.
- Single-click the Star to show the Bookmark Dialog.
- Resize the Folder-Tree, Tags-List, Description-Field in Bookmark Dialog.
- Customize the location of Unsorted Bookmarks Folder.
- Show the Tags in Inline.
- Middle-click Bookmark Star can Open Library to Organize Bookmarks.
- Middle-click on a folder to add bookmark into the folder.
Note: I am not affiliated with this product/software in any way, shape. or form.
Image Source here..