To create a folder for a targeting item:
In a Targeting and Segmentation project, navigate to Targeting and Segmentation and show User Segments, Content Groups, or Targeters.
Existing targeting items and folders appear in the left pane.
(Optional) To create a subfolder, select a parent folder in the left pane.
Right-click the top level item or a sub-folder, and click Add Folder. The right pane displays a folder icon and a field for typing the folder name.