There are a few different ways you can move files into folders

1) If it is only one file, you can just drag it into the folder you want it to be in

2) If it is more than one file, you can select the files you want to move (holding down CONTROL) and then COPY them (CONTROL + C) then choose the folder where you want them to go and you can PASTE (CONTROL + V) all of those files so that they are now stored there.