If you are a Game Master, you will see a blue "Manage Folders" button at the top of the main kinships screen. Click this to see a list of all kinship folders in a table. To add a new folder, click the green "New Folder" button in the upper right. Use the green "Edit Folder" in the table to edit a folder.
You can sort your folders by drag-and-dropping the handle icon in the left of the table. The order is saved as soon as you move a table row.
If the name of the folder has a small eye icon next to it, that means that folder is secret and hidden from players on the main screen. Note: Kinships within a secret folder will be hidden on the kinships screen, but to make them truly secret across the campaign you need to mark the individual kinship as secret.