When importing files into Lightroom, under the File Handling options, enable the Add to Collection option to automatically add the imported images into a collection. You can select a collection from the list or, click the plus (+) icon and add a new collection.
If you forget to add your images to a collection on import, and you want to quickly create a collection from a folder, drag the folder from the Folders panel into the Collections panel. If you drag a folder that contains subfolders, it will create a single collection including all of the files in the parent folder and all subfolders.