Go to the module you wish to insert your folders into
Click on "add a resource"
Click on "display a directory"
Insert what you want to call your folder
Click on "save changes"
You will then be offered all the resources showing in the module you wish to insert your folder into.
Select the resources and follow remaining instructions
Obviously, you will need to have saved all the contents of your folders as resources in the appropriate module before you can select them to put into your new folder (there is probably a much easier and faster way to do it than this, but I only had one or two folders to create so didn't need to find a faster/shorter route)
Best of luck Trish