Click the ☆ star in the address bar, or press Ctrl+D, to bookmark the page you're on. The star fills in solid once the page is saved; click it again to remove the bookmark.
The bookmarks bar
Once you have at least one bookmark, a bookmarks bar appears under the address bar, in your own order: drag a bookmark left or right on the bar to rearrange it. A » overflow menu holds any that don't fit on one line. Clicking a bookmark opens it in a new tab. The bar hides itself again if you have no bookmarks.
The bookmark menus (the ▦ toolbar dropdown and ☰ → Bookmarks) list your bookmarks alphabetically by title instead, so a long list is easy to scan. That doesn't change the bar's order.
Favicons
The site icons on the bookmarks bar are captured from pages as you browse and at the moment you bookmark them — Vodou never fetches them from a third-party favicon service, which would otherwise leak your bookmark list to that service. Icons are only kept for hosts you've actually bookmarked, and removed when you remove the bookmark.
Only http/https pages can ever be bookmarked —
javascript:, data:, and file: links are refused, even from
an imported file.