There are no page folders in WordPress, though that’s a good idea.
Create subpages; that will give you a visual hierarchy, an also an automatic “breadcrumb” hierarchy, if useful. But you will still be able to organize pages in menus any way you want. See https://codex.wordpress.org/Pages
And/or use CMS Page Tree View http://wordpress.org/plugins/cms-tree-page-view/
And Simple Page Ordering http://wordpress.org/plugins/simple-page-ordering/ could be useful, too.