Liam, it's pretty easy.
Just click on Safari's Bookmark icon on the far left (see attached screen capture). Go to the menubar --->
Bookmarks --->
Add Bookmark Folder (or simply do
Command (or
Apple key) +
Shift +
N) and this will create a new folder, in the bookmarks
"page" (in the column on the left), in which you will be able to store all your RSS feeds.
Still in the bookmarks
"page", click once on the
Bookmarks Bar so you can open that set of bookmarks on the right in Safari's window. Grab your newly created folder in the left column and drop it in the set of
Bookmarks Bar on the right. The folder should now appear in your Bookmarks Bar. (You can rename that folder at any time from the
Bookmarks Bar "page").
You visit the site you want, click on the RSS button they have to go to that RSS feed page. Once it loads, simply go to the menubar --->
Bookmarks --->
Add Bookmark (or simply do
Command (or
Apple key) +
D). When prompted where you want to add this new bookmark, just select the newly created folder that is nestled in your
Bookmarks Bar in the drop down menu.
Edited to add:
Sorry, misread your question. If you want a single RSS feed, not in a folder, you simply go to the site you want, click on the RSS button they have to load that RSS feed page. Once it loads, simply go to the menubar --->
Bookmarks --->
Add Bookmark (or simply do
Command (or
Apple key) +
D). When you're prompted for the location of the bookmark, simply choose
Bookmarks Bar from the drop down menu.