Zotero uses a folder system similar to EndNote (Online or Desktop).
Folders in Zotero are called Collections.
The default is My Library, which contains all the references: similar to EndNote Libraries.
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To set up a new folder and add items:
- Select File above the folder icon top left, then New Collection in the drop-down menu
- Name the folder and click OK
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- Click and drag items from your list in the centre to the required folder
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For full details, see the Zotero Support page on Collections and Tags.