The right-click doesn't work in the Linux window menu. By "conveniently" I mean:
- without opening a new window with bookmarks
- without having the Bookmarks Toolbar permanently occupy much space on the screen. I tried squeezing it but sooner or later Firefox always makes it large again.
I personally find the sidebars Firefox offers (Bookmarks or History) to be quite user friendly and allow you to browse your links as a tree/list and filter them with a basic quick search bar.
They can also be shown and hidden again easily with Ctrl+B or Ctrl+H respectively, or from the View → Sidebar menu.
Right-clicking entries to get a full context menu is supported in there too, just like in the Library window.