Why isn;t there an “Add Folder” or an “Add Directory” function available on the Media Library page in WordPress?
Because this isn’t a feature of WordPress, when you upload files it creates a post in the background, an “attachment”, and those are what it’s listing. This is why dumping photos in the uploads folder won’t make them appear in the media library, or why items are still listed with 404’s if you delete their files.
I found this
The reason that article has folders in the media library is because they installed a plugin that adds them:
In this article we will explain how to create folders in your WordPress Media Library using the free Real Media Library WordPress plugin.
Install plugin to create folders in your WordPress Media Library
As mentioned above, you need a plugin to create folders in your WordPress Media Library. Real Media Library is available for free at wordpress.org and extends your media library. It adds a sidebar to your WordPress Media Library where you can find all your folders and order uploads by dragging and dropping into the folders. If you are using the PRO version of the plugin, it offers you even more features like the possibility to organize your media in collections and galleries or automatically sort them by criteria (e.g. A-Z ascending).
If you’ve installed that plugin and activated it, but still don’t get media folders, then you’ll need to contact the plugins support.