By default you should have at least one den folder, and you can buy more at the bottom of your den page for 10 apples.
To access the manage folders menu, just click the button 'manage folders'.
This menu allows you to buy, create, delete and edit folders.
To move a wolf to a folder, hover over the 'quick view' button to bring up the extended info, and then select your folder from the drop down menu
If you're interested in what features premium vs basic members have, I'd recommend checking out the
game guide.
Fall Month: 1 
Night 
Light Rain Moon: 
