Before we Start: The methods detailed in this article are accessing SharePoint through the web browser. You can also manage documents and folders via your file explorer if you sync SharePoint. To learn how to sync your SharePoint to your file explorer, read this article.
There are 3 main ways to add documents/folders in the web browser version of SharePoint (make sure you clicked on the Document Library prior to performing the below):
1. Create a new document or folder directly in SharePoint
2. Upload documents/folders
3. Drag and drop documents/folders into SharePoint
The site will guide you on where to place the files.