1. Make sure you have created and saved at least one annotation set.

2. In the Annotation Sets pane, right-click and choose Switch to Tree View from the shortcut menu. The annotation sets are listed in a tree.

3. Select the first annotation set to be included in the folder, right-click, and choose Create Folder from the shortcut menu. A new folder is created with a default name.

4. To rename the folder, right-click and choose Rename, and then type a new name and press ENTER.