Since you didn't tell us what browser, this is just an overview.
Click File, Export. Choose Favorites/bookmarks. Pick a destination. They will all go at once.
I have saved alot in Favorite now I want to save those into my USB Pendrive. I was told I have to transfer one by one. I have hundreds in my Favorites . Is there a quicker to transfer all the Favorites into my USB Pendrive ? Thank you