To create a collection:

Choose File > New Collection, or click the Add (+) collection button in the toolbar of the window.
To add bookmarks to the collection, drag bookmarks from the icon or the list view.
To remove a bookmark from the collection, select the bookmark in the icon or the list view and choose Edit > Delete, or press the Delete key.

Enter a name for the Collection.
Control-click the name, and choose Rename from the pop-up menu, or double-click the name in the Collection column and enter the new name.