Scroll down to the bottom of the course page you'd like to add a Folder to.
Click the Create learning activity button. A pop-up window will then open.
Click on the Resources tab and select Folder.
Name the folder.
Now, scroll down and add the files you would like to upload by either dragging and dropping them into the box or clicking on it and browsing for the files.
After all your files have been uploaded, click on the Save and display button.