From the main menu select "Candidates" > "Candidate search" and open any candidate record by clicking on the candidate name
Click on the "My Fields" tab
To add a new folder of fields scroll to the bottom of the "My Fields" section and click "+ New" and select "Folder of fields" then type a name for your folder and press enter
This will create a new empty folder to which you can add fields by clicking the "Add field" button within the folder
Fields can be added to an existing folder by expanding the folder and clicking the "+" icon in the top right and then selecting either "Create new field" or "Link Existing field"