Drafts has a feature called folders but they are not what you are expecting.
Drafts isn’t storing content in a file structure, but in a database, so there is an entirely different paradigm to managing drafts to managing files.
Think of it as a bucket and you ask Drafts to give you a set of Drafts (a folder if you will) by describing what you want with criteria.
If you want to save such criteria and work on a set of results, that is in effect what Workspaces are and I think is going to be the closest to what you want. Think of them as smart folders and you’ll probably get the gist pretty quickly.
Hope that helps.