There are two ways to create folders in Mendeley Desktop. You can click on the Create Folder option at the bottom of your library or you can click on the icon at the top of the Desktop component.
Add a subfolder:
Right click the origin folder
Select New Folder
Create a Folder in Mendeley Online:
Annotate a PDF
With Mendeley you can annotate*PDFs by adding highlights & text notes in the PDF.
In the Desktop:
You can also keep general notes about the entire article to the right of the PDF view
*Note: While you can annotate PDFs in Mendeley this functions much like a sticker overlaid on a PDF. This means that while you will be able to export your notes out of Mendeley (with the PDF) your highlights will not be exported as they are not inherent to the PDF.
Favorite an Item
Keep track of useful or important resources by favoriting them. Just click the star next to the PDF icon.
You can see all your favorites at once by clicking the Favorites option in your library.