To add a Forum topic to your Favorites, go to the forum topic and open it. Once opened you will see the Favorite button below the title of the post. Click on that to include the forum topic on your Favorites List.
To view all your "Favorite" forum topics, click on My Favorites on the Menu at the left hand side of your screen. Once you click on this, you will see a list of the forums, topics, courses, etc. that you've marked as Favorite.
You may also manage your favorites on this page and click on the Remove Favorite button if you'd like to remove it from your list.