Hi
To put URLs into a folder:
Create a shortcut on your desktop to the URL (Windows) - not sure if this could be done with a Mac.
(Right click on your desktop then 'add new shortcut')
Then drag and drop the shortcut into the folder.
Adding an internal Moodle page to a folder:
Presumably if one creates a shortcut to the page internal link, the one could drop that in as well.
Hope this helps, although long after the original query!