Even if you don't want to move this particular document into your new folder in Google Docs, you still:
- Select the small folder icon next to the document name.
- Next, click the folder icon with the + sign at the bottom-left.
This will take you to a screen where you can create a new folder.
Give your new folder a name and click the ✓ mark to create it.
You can now move this document and other Google Docs, Sheets, etc., into your new folder, which is in your Google Drive.