A folder "here"? Here is in a hospital in MA, I don't want your folders here. And if here is this forum, you can't make folders here either.
Are you asking how to make a folder on your computer and keep those files synced to your iPhone? Try https://www.dropbox.com/ it's this newfangled cloud storage, you can use the application to access the files from just about any device short of a farm animal. Just make sure you keep a copy of whatever you put in there on your drive as well.