There are two method of uploading folders:
Zip the folder on your computer, use any upload method to upload the zip archive to your Web File Share account and unzip the archive on the server once it is uploaded.
To know more about uploading folder as a single zipped file click here
Use the Java upload method to select a folder instead of individual files. If the upload method mentions that you can drag files from your computer to it, you can also drag folders.