They may come in all different shapes and sizes, but if you want to house Windows Phone apps in a folder at the moment, you'll have to dig around within Nokia's App Folder feature to do so. And even that is basically an app in itself, acting as a launcher for your applications rather than just a storage spot.
However, a hastily-pulled document from Microsoft suggests that proper folder support is now on its way to Windows Phone 8.1. That update is expected to arrive this summer, so it seems Windows Phone users are just a couple of weeks away from getting a native feature that Android and iOS users have enjoyed for some time. [The Verge]