Hi. I know this thread is already explain all ,but after some time pass the GUI of Firefox changes ,so renew it here.
Note : My Firefox is not in English version. I will translate into English only the button you need ,ignore others.
1. Go to Firefox button > Bookmarks
2. Go to Import and Backup > Import from other browser.
3. Select browser you want to import data from.
4.Select items to be import.
5.Click next > wait for it to finnished > Finnish.
Thank you. Hope this help you.