The more files that are uploaded to a Moodle course, the further a user may need to scroll vertically. In some instances it may be preferable to present related materials in a folder in order to reduce clutter on the page and to make it easier to navigate.
The process for creating a folder is similar to that for uploading a file.
Details on how to upload files to Moodle courses can be found on the Files page. You will need to follow the instructions listed for Option #2: Advanced upload.