You need to import them from the old version you switched from.

Importing favorites

In Internet Explorer, you can import favorites from a variety of sources, including another web browser or an HTML document.
Internet Explorer 9 and 8

1. In Internet Explorer, from the File menu, choose Import and Export... . This opens the Import/Export Wizard.

If the toolbar is hidden, press the Alt key to make it visible.

2. To import links from another browser, select Import from another browser, and then click Next. Select the browser you wish to import from, and then click Import.

To import from an HTML file:
1. Select Import from a file, and then click Next.
2. Select Favorites, and then click Next.
3. Type the path or browse to the file you want to import, and then click Next.
4. Select a destination folder for your favorites, and then click Import.

3. You should see a message saying the favorites were successfully imported. Click OK.