You do not see them in the Bookmarks Menu because they are most likely in the Unsorted folder if you bookmarked the current tab by clicking the star on the Navigation Toolbar.

Clicking the star on the Navigation toolbar will bookmark the page in the "Unsorted Bookmarks" folder and the star turns blue to show this If the URL in the Navigation toolbar is bookmarked and the star is highlighted blue then click this highlighted star or use the "Bookmark This Page/Edit This Bookmark" menu item (Ctrl+D) to edit the properties of the bookmark like name and location and move the bookmark to another folder or remove the bookmark.

• "Recently Bookmarked" is a so called Smart Bookmark that shows the result of a place query in a list.
• Smart folders show a list created by a query of the places.sqlite database that stores bookmarks and history in Firefox.
• Smart folder lists show a maximum of 10 entries by default.
• Bookmarks and history items that show up in a smart folder list are stored elsewhere in another folder and any changes made are applied to the real bookmark or history item.

Sorry if I did not make my questions clear - 1. Is there a relatively simple way to have Firefox put a new bookmark directly into the Bookmarks Menu, NOT into Recently Bookmarked or Unsorted Bookmarks? How? 2. I currently have 10 bookmarks in Recently Bookmarked, 3 of which are also in Unsorted Bookmarks. How do I move the 10 bookmarks into the Bookmarks Menu?

As cor-el told you, Recently Bookmarked is a Smart Bookmark folder. The bookmarks in that folder aren't your saved bookmarks, but rather a history of the most recently saved bookmarks. The actual bookmarks are elsewhere.

Recently Bookmarked: 
Available from the Bookmarks menu, this folder contains a list of the last several bookmarks you've added. Expand the Recently Bookmarked folder to see a list of sites.  

As far as a simple way to save a new bookmark to a specific folder in the Bookmarks Menu folder, see this support article. How do I bookmark a page?

Simply slowly click twice on the Star in the Navigation Bar and the Edit this Bookmark dialog box will open allowing you to select the Folder that you want the new bookmark saved within. Hit the "down-arrow" to see the available folders and the right-drop-arrow button for more folder to select from.

Thank you, but ... I gather that the answer to my first question is no, there is no way to have Firefox put new bookmarks directly into the Bookmarks Menu. It has to be done manually using the star.

As far as the second question is concerned, I managed to drag items in Recently Bookmarked to the Bookmarks Menu one at a time. Each item then appeared in the Bookmarks Menu (where I wanted it) but also appeared twice in Recently Bookmarked. While I can live with the result it seems unusual to have the same bookmark appear twice in Recently Bookmarked as well as in the Bookmarks Menu. Am I still doing something wrong?

Sorry, you can't just "click" once and have a new bookmark be saved in the Bookmarks Menu folder. The default folder for saving a bookmark is the Unsorted folder. It's been that way since Firefox 3 and I have never seen an extension that changes that feature.

Overall, there 5 ways to save a new Bookmark in Firefox: 1. {Ctrl + D} 2. Right-click and select Bookmark this Page. 3. Bookmarks > Bookmark this Page 4. Double-click the Star that is on the right side of the Location bar. 4a. (A single-click on the Star will save the new Bookmark to the Unsorted Bookmarks folder.) 5. Left-click and drag the website image (Favicon) in the URL bar (or on the active tab) into the Sidebar view of Bookmarks {Ctrl + B} or to the Bookmarks menu bar item (the drop-down will open) and then onto the drop-down listing of your bookmarks and folder of bookmarks (folders will open) or onto the Bookmarks Toolbar - the new bookmark will be saved when you release the left mouse button.

Recently Bookmarked isn't a "real" folder. If you don't like seeing that folder just right-click that folder and delete it.