Unfortunately, there are no folders to group documents. Formerly, there were "Projects" to group research, but these were abolished. As an alternative, you may link documents of the type "Data" to publications, see https://www.researchgate.net/publication/366985534 as an example. Or use the "Comments" function or the abstract field to add links to other documents, see https://www.researchgate.net/publication/366593463/comments as an example.