When you are in the Safari web browser and find a link you want to save, press the curvy arrow icon (the one that's next to the URL box). One of the options you'll see in the drop-down box is "Add to Home Screen" (as mentioned by AirPlayit). Press that and you will be given a chance to name the bookmark what you want (be careful, you only get about 10 letters before the full name won't show).
Then, your iPad will close Safari and go to the page on which you will see is your new bookmark. You then can treat it like any old icon - move it from page to page, put it in a folder, etc. I think it's one of the j]more clever things Apple made for the iPad...
Anyway - hope this helps.
Marilyn
