Creating new folders and moving photos from folder to folder is a fundamental aspect of file management. It is also a fundamental task that should only be performed from within Lightroom in order to maintain the connection between the Lightroom catalog and the imported photos.
Lightroom is often referred to as a “metadata editor,” meaning that the work you do in Lightroom isn’t applied to the pixels in the source photo, but rather is saved as a set of metadata instructions (inside the catalog file) that are only applied to copies of the source photo during any type of output. Everything you do inside Lightroom, from adding keywords to making tonal adjustments, is recorded into Lightroom’s catalog file.