The installer for Brave, like almost all other web browser installers these days, will also ask you if you wish to import bookmarks as you go through the install process and from which of your installed web browsers (I think you can only pick one of them) you wish to import them.

If you choose to import and choose Firefox, the job will already be done when Brave has completed installing.
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Brian - Windows 10, 64-Bit, Version 21H2, Build 19044

Nothing in all the world is more dangerous than sincere ignorance and conscientious stupidity.

   ~ Martin Luther King, Jr.