There are two ways you can organize your research in Zotero: creating new libraries and creating new collections.
In terms of research, think of libraries as your entire semester or your biggest research project; think of collections as individual courses in your semester or the various topics covered in your research project.
To create a new collection or library, select the New Collection or the New Library buttons in Zotero and create a name for your new folder.
To move resources to collections or libraries, drag and drop citations from the main list to the folder you want.