How to put pages into a sub-folder

I would like to have a password protected members' area within my website. According to Xara Help:

"It's only possible to apply a password to a whole folder, and not to individual pages. This means if you have some pages like a members section, you'll need to split your website between pages that you want password protected and pages you don't, and upload your password protected pages to a new folder."

Could someone please explain to me how I create a sub-folder, upload it and move pages into it? I know that within Publishing there is an option to add a sub-folder, and I know there is a password protect button but I can't work out how to create the folder in the first place.

I realise password protection has been raised before but the posts didn't seem to answer my question.

Jenny

Update:
I think I have worked this out. I have created another website called Members' Area containing only the pages I want to password protect. I have added the folder through the Control Panel and then published the site. It seems to work but I'll be back if not!