To create a folder, click "Folders" at the top-right corner of the GoLogin app. The following section will be shown:
Here you can create, rename, delete, and even share your folders to other people. If you want to add some profiles to a specific folder, go back to the "Profiles" section, click the three dots next to the button "Run" of a profile, then "Manage In Folders".
Still not clear? Watch this video: