Use the Bookmarks Manager to drag them over to it.
This is somewhat correct. I just downloaded Opera after switching from Chrome and imported quite a number of bookmarks sorted in several folders.
Go to your Bookmarks Manager (click the heart icon on the left side panel); you'll see all your imported bookmarks and folders.
Click and drag the bookmark or folder to the "Bookmarks Bar" located at the bottom of the bookmarks list.
Done! Rinse and repeat for every folder/bookmark you want shown on your bar.