How do I create a folder to move mail to in the Mail app?

Go to Mailboxes. Tap edit. Tap new mailbox. Name the mailbox. Tap save.

You cannot create Mailboxes on the iPad unless you have an IMAP email account. Most email providers offer IMAP now, but there are some POP accounts that are still around. If you have mailboxes in your mail client on your computer and those mail boxes do not show up on the iPad, you do not have an IMAP account. Those mailboxes would have synced to the iPad if you had IMAP.

You will not see the Edit Button if the account isn't IMAP,