Why not use the URL resource which is specifically made for it? And yes this is how you add links into the course using "add a resource or activity"
But again, if you have a lot of links, I do recommend you use "add a resouce or activity" and then choose "Page" and then paste your links into the editor of that page -as I am going to do here:
Moodle documentation on URL resource
Moodle documentation on Page resource
Moodle documentation on Book resource
And yes , you are correct in what you say that it seems that Moodle folders are not able to collect anything else than files to be downloaded
Moodle offers alternative resource types for displaying materials and alternative course layouts to help with this.
Also, feel free to join our Learn Moodle MOOC (a free course that has just begun teaching educators how best to use Moodle)