Power BI Folder Management

I would love for folder management to work like File Explorer. Give me the ability to right-click in the Data pane and select 'New Folder.' Let me name it what I want and move things into it, or move things from one folder to another using drag and drop.

I'm relatively new to Power BI and I know this functionality is in there somewhere - some days I can find it, some days I can't - so this would vastly simplify the organization of queries and measures in reports.