Hi - First you have to create your new folder(s):
Images tab>Folders/Manage>Create Folder>Save
then move image(s) into your saved folder(s):
Images tab>Image Hosting/Manage Images, then select your folder destination in the "Move to Folder" dropdown menu, select the images you want to move by checking the check boxes, click "Move". Easy as falling off a log.
Hope this helps.