Files Management

Many files(folders) and photos have been shared with me, and they are shown in the "All files." I want to organize the shared files(folders, photos) by creating a directory called "Shared" and a sub-directory called "Photos," where I could keep all the shared photos in that folder rather than show them in "All files". When I tried moving the shared files to another folder, it showed an error. How will I be able to organize the shared files (folders) on my end? Thank you.