My guess is that what's being asked about is "the old Favorites folder" as implemented under Internet Explorer. And if it is, there is no direct way to have the Edge browser put anything there.
Favorites/Bookmarks have been browser specific for some time with the exception of IE, which maintained an external folder in which to place them. You can manually place new items in the Favorites folder by doing the following.
1. Open Favorites folder in File Explorer.
2. Hit ALT+H,W,S (Home Ribbon, New Item, Shortcut).
3. In the Shortcut dialog that comes up in the Type the location of the item edit box, paste the URL (web address) that you wish to save the shortcut for. Activate the Next button.
4. In the Type a name for this shortcut edit box, do just that. You can give it any name that is meaningful to you and will let you know you have the correct shortcut later.
5. Activate the Finish button.
I haven't used the external Favorites folder for many years, but there are some who prefer this as the storage location for their internet shortcuts. Now those must be added manually, since the convention is to have each browser manage its own bookmarks/favorites within itself with all the modern browsers.
Brian - Windows 10 Pro, 64-Bit, Version 2004, Build 19041
Always remember that computers are just glorified light bulbs - they rarely fail in continuous use and usually go pop when turned off and on.
~ Technician with the username Computer Bloke, on Technibble.com