1) Create the module in Canvas
2) On the far right of the module name, you will see 3 dots. Do not click the dots, instead click the plus sign immediately to the left of the 3 dots.
3) This will prompt this menu:
4) Where it says “Add assignment” change “Assignment” to “Text Header” that will prompt this menu:
5) Enter the folder name in the box next to where it says “Header” and press Add Item.
6) To rearrange / move the header or to move files under the header, click the dots on the left of the name of what you want to move. While clicking move it to where you want it then let go of the click