Click the Zotero button at the bottom of your browser or open Zotero Standalone to open your library. At the top left is a folder button with a green plus sign. Click this to create a new "collection."
If you downloaded items and didn't specify a folder for them, they are automatically in My Library.
Create collections to organize your references. Collections are like file folders on your computer, but a reference can be in more than one collection at a time. In other words, a book on the Civil War could be filed in your "Civil War" collection, your "Georgia History" collection and your "19th Century America" collection without having to make three copies of the reference.
Click on an item, then drag-and-drop to place it in a different folder.