If you want to quickly organise your files, you can create a new folder that contains all the files you have selected!
There are a couple of ways in which you can do this:
Option 1
Select all the items you want to combine, Ctrl and click then select, “New Folder with Selection” then just name the folder.
Option 2
Start by selecting the items you need, then use the following key combination to create the folder:
CMD + Ctrl + n