Bookmarks are called Favorites in MS IE... Same thing as Bookmarks.
Typically (at least in older versions of MS IE)--Favorites are saved in a file called Bookmarks.htm (or .html). In the end, it is really nothing more than a text file formatted in HTML with website links (URL's) and some description.
Most software (not limited to Microsoft) seems to make it very confusing to export "their data" (really your data) for backup, sharing, or migrating to other applications.
Hence, why many times for somebody that is not very familiar with the internals of computers/software--what seems to be obvious (there is an "import button" but no export button--or the export file formats are not the same as the import file formats).
I am certainly just a Windows User--do you have specific questions? Sometimes when you has a short/concise question--people assume that you know more than you do.
-Bill
PS: The Favorites/Bookmark functions are similar between IE and FireFox... However, many of us have moved from IE because of its lack of features and it ability (at least older versions) to be hijacked by Spammers/Password thieves.
So, many times you will ask "how do I do xyx in IE" and you will get the answer "this is how you do xyz + abc + efg + etc." in Firefox.
I don't think anyone has any intention of shutting you down in your asking questions... Believe me--we have all been there (bottom of a hole) asking for help.