If you want to create new folder(s) and save alerts to them, this is done during the Save process.  When you save the alert, you can expand the Folder:  Alert Definitions folder and choose an existing folder or alternatively create a new folder under an existing folder.
I would like to create a custom alert hierarchy similar to what comes out of the box for VMAX alerting. It contains a folder named "EMC VMAX" which contains several sub-folders (RDF, VMAX-Array, VMAX-Disk, etc.) that house individual alert definitions/elements.   The add button in the GUI only lets you create alert definitions/elements.   So, I assumed I could export the VMAX folder & contents to xml, doctor it up to get the bare bones structure I need to create my custom stuff and finally, import my work. However, I see the xml is riddled with numeric references. I do not presume to know how to address them and am concerned about importing it as is.   Could someone shed some light on the proper procedure to accomplish my goal?   Thanks!
ViPR SRM 3.5 - How do I create folders/sub-folders in the Alert definitions 
tree?