Galaxy S6 :: Creating Folders Within Apps Window

So I have two basic things down. In your home screen or the subsequent screens when you move one shortcut on top of another it gives you the opportunity to create a folder. You can even change the color of these folders. I have created an AT&T folder, Google folder, Samsung folder, Microsoft, and Social (Facebook, Instagram, twitter).

But I wanted to create a folder called "media" or "sports" With apps like Pandora, ESPN, Fox news, Milk, Watch ESPN, NBC Live. To get to all of these apps right now they are in the 12 square little white apps logo down at the bottom by the calendar. When I go into my apps that are alphabetical a through Z. and I try to move one on top of the other by holding it down it takes that app and puts it on one of my home screen. I tried dragging it to the right and then I just create another screen with one icon on it. I have a folder in there, trying to figure out how I even did that?? I know if you click the edit button you get a little - up in a corner of each symbol but I don't want to delete them. I would just like to put ESPN on top of Fox 2 Go, and NBC Live And create a folder called "sports."

I thought about dragging all of these onto a blank page and then create my folder there, but how do I move it back under the "app" it is actually 4x4 white squares. It's just confusing going back and forth because it doesn't seem like it wants you to.