Same way you did it in IE8 & earlier: IE File | Import and Export [or ALT+F+I+N] | Import Favorites or Export Favorites...
[Last Revised - 13 April 2012, 01:58 UTC]
Microsoft MVP (Windows Client) since October 2002
First: click on the star on the left of the screen - that's the favorites icon
Second: click on down arrow on the left of the "add to favorites" button
Third: click on the "import and export" button
Follow the directions there.