Below are a few options that are available
when you access the right mouse button menu.

This is the basic windows pop up menu that is accessible by clicking once with the right mouse button on any empty spot on the desktop.

A menu selection with an arrow to the side indicates that there are more options available for this selection.

From the new option you can create a new folder on your desktop, this same option is also available from inside almost any application.

Once the folder is created you can name it anything you choose. You can access it the same as any other folder to view its contents, add to it or delete part of it.

When you right-click on a folder you are presented with even more options, one of which is to rename it or if you choose to you can delete the entire folder and its contents. Folders are also refered to as directories.

Once you have chosen to delete a folder it will be placed in the recycle bin until you empty it. If you delete something by mistake there is an option in the recycle bin menu that allows you to restore it.