From the main menu select "Candidates" > "Candidate search" and open any candidate record by clicking on the candidate name
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Click on the "My Fields" tab
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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
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This will create a new empty folder to which you can add fields by clicking the "Add field" button within the folder
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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"