You asked how to make a folder. First thing is go to what ever drive you are going to put it in. Example: if you have all of your stuff in Drive "F", as you go to save it, then the computer will pull up a screen showing various drives.
download it to that drive, then while you are in that drive you can go up to file, there should be a place that says NEW, click on that, that will give you a new folder, at that point you can name it what ever you want. If you deside later you don't like that name, right click on that folder and there will be something come up that says rename, that is all there is to it. I don't want all of this on my "C" drive, my portable drive is "F" and every USB stick you put in will be another drive. You can also transfer between your drives. Example all of my designs are on my F drive, if I want to do something that day on my embroidery machines I just send it to my "G" drive which will be my memory stick. I hope I am not confusing you.