Hello UKmexicano,
It sounds like you have a folder with music you want to add to your iTunes library to sync to your iPhone but the individual tracks rather than the folder with the tracks get added. That is expected behavior since the only folders in iTunes can contain playlists. You can however create a playlist on your iTunes library with the following article to which you can add the contents of your folder:
iTunes 12 for Windows: Create a playlist
When that is created, open the playlist in iTunes and drag the songs into it so they are all grouped together in a single playlist which you can then sync to your iPhone.
Keep this in mind though:
Windows: By default, adding items to your iTunes library places a pointer to each file in the iTunes folder; the original file remains in its current location. For information about copying files to the iTunes folder instead of creating pointers to them, see Change where your iTunes files are stored. If the file is an unprotected WMA file and you have Windows Media Player Series 9 or later installed, iTunes makes a copy of the file and adds it to your iTunes library. The original WMA file remains unchanged. You can’t add protected WMA files or protected WMV files to iTunes.
From: Import music and video from a computer into iTunes
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