Hello Petr Pechar,
Welcome to Microsoft community,
For adding the picture to the “favorite”, after my test,
OPEN THE PICTURE app -CLICK “FOLDER” ON THE LEFT
-RIGHT CLICK, then “ADD THE FOLDER”
-ADD THE FOLDER THAT WITH THE PICTURE
Exp. Assume that the picture in the address C:\**photo\2022, you need to add address C:\**photo\2022\ OR C:\***photo.
Restarting the Photos app you will have been added it will show that the photos you've tagged as "❤" are in your ‘favorites’.
Best regards,
Edward|Microsoft Community Support Specialist