Microsoft made a big deal about Edge, IE's replacement, upon Windows 10's release, but the fact is, 7 months later, Edge still lacks basic features you'd expect to be standard.
One of these is importing favorites from browsers other than IE. Edge simply cannot do that ATM.
Nevertheless, since Microsoft kept IE11 in Windows 10 for the sake of compatibility, this created a loophole you can use to import favorites from other browsers to Edge, albeit not directly.
If your browser supports exporting favorites as an HTML page, use that functionality. Then import the resulting file to IE11. Finally, open Edge and import your favorites from IE11 to Edge. Presto.