Select 'Folders' from the 'Domains' drop-down menu to create or delete a folder.
To move domains into a folder, go back to the 'Manage' page, check the box next to the domain(s) you wish to move, select the desired folder from the folders drop-down menu and press 'Move to Folder'.
To view the domains contained in a folder, select your desired folder from the drop-down and press 'View'.