Hello :]

dA can be rather confusing and with the speed at which they have been updating recently it is enough to confuse seasoned members like myself. So never worry about asking for help with this site. We all understand

You start by going into your gallery, once there you will see a button to your top right, Edit Page. This will take you into the options for your gallery. It will give you the option of adding folders, I believe on the left side of the page. And once you add the folder, you can simply pick them up and swipe them into their desired folder or use the top right arrow you see when simply passing over the photo with your cursor. Try this out and if you have any issues, reply back and I will help ya out however I can