This option is available if you enabled the Organize&Search feature package
1) Open the Desktop.com app
2) Click the +Add button -> select Import from browser option
3) If you enabled Organize&Search + Communication feature packages, first navigate to Desktops -> proceed with importing
4) Click the the Import from browser button
5) Click the Skip to links button on the bottom
6) Select links you want to add: you can import a whole folder or choose separate links. Click the Arrow button to expand the folder and select bookmarks. Click the Import selected links button to add them to your desktop
After you finished, your bookmarks will appear at your Links menu.