Place the apps that you want in the folder on the same screen. Once you have them on the same screen, select one and drag it to one of the other apps that you want in the folder. They should merge and the OS will create the folder automatically. It will show up as "untitled folder" and then can be dragged to any screen just like any application. Once created, click on the folder to open it. Tap on the title and you will get a cursor and can name the folder.