Like in Visual Studio: Stand on the solution->Add->New Folder->Drag and Drop classes or whatever into the folder
In Netbeans you can add a Folder in the end this folder will be represented like a package so what you should to do :
Source Package > New > Folder > name-of-folder
Then you can create your class in it.
If you use point in your name for example com.folder
this will create two folders in your project, but it represented like one in your project.