Thanks for your question!
You can not create folders for requirements but we have 2 better options for you:
- You can use Requirements tree mode. Go to the Requirements section - Filter Tree - there you will see Requirements Tree mode. Using it you can arrange your requirements to parent and child ones. Read the additional information here
2 Another option I can recommend you is using filters for organizing your requirements. This option gives you more flexible requirements' structure that the first one but it is up to you to decide what will be the best for you.
Please visit this page describing Filter Tree.