Click the Zotero button at the bottom of your browser to open your library. At the top left is a folder button with a green plus sign. Click this to create a new "collection."
Create collections to organize your references. Collections are like file folders on your computer, but a reference can be in more than one collection at a time. In other words, a book on the Civil War could be filed in your "Civil War" collection, your "Georgia History" collection and your "19th Century America" collection without having to make three copies of the reference.