The simplest way, since all phone versions I know of will only move one file at a time, or a few but not a whole folder and files, is to connect your device to a computer (the phone) via USB cord.
From there copy the folders, photos, videos, music, or whatever else you want to move over to a folder on the computer. On there you can then organize them how you wish. Multiple folders, reorder them by names you choose, etc.
Once you have done all that, and have things the way you want them, then you just copy the stuff over to the phones SD card the same way, via USB cord. This allows you to move it all off the phone itself and also allows you to save copies of it all on the computer. Which is always a good idea as phones break, die, get lost, stolen, etc.