Welcome to Android Central! Are you trying to create a folder on the homescreen or in the App Drawer? If you're trying to create a folder on the homescreen, long-press any app shortcut icon, then drag it to the New Folder area at the top of the screen. Name the folder, and it will appear. Now you can move any other shortcut into that folder.
Welcome to Android Central! You're responding to a 5 year old thread, so it'd be helpful for you to clarify which device you're using, and also if you're using the stock launcher or a 3rd party one.