Question was asked long ago (7months) but maybe someone will come here looking for the same thing.
I'm assuming you're asking about bookmarks of directories to access through SSH for example (i.e. going to directory /home/thisuser/preferedfolder with one click)
As of today I don't know any regular way to achieve bookmarks with MobaXterm.
However, as a workaround, I've managed to mimic the same behaviour with Macros.
Just record a macro with "cd /home/thisuser/preferedfolder" in it. You will later go to that "bookmark" in one click on the macro.
Note that you can edit a recorded macro which I find easier than recording live typing, as you can copy and paste path.
Also avoid using "TAB" key because you can have unexpected result if your directory structure changes.