The "Add to Favorites" link when clicked will add the page that you are currently on into your favorites. This will not add it to your web browser favorites but add it under the "Account Info" link when your logged in. If you are not logged in and click this link then you will see a message that you must be logged in to use this option.
To get to the list of your favorites simply click "Account Info" then the "Favorites" link once you are logged into the web site.