This is probably really easy to do but I can't find a way to create a new subfolder of keywords inside of folder. I have to options to make a "New Keyword" or "New Keyword Set". Neither of these seem to do it. I've also tried dragging one folder onto the other but they don't drag. 
I guess an example may help, I want to set it up like the following
(Main folder) Animals
(subfolder) Domestic
- Birds
- Fish
- ect
(subfolder) Wild
- blah blah blah
I guess an example may help, I want to set it up like the following
(Main folder) Animals
(subfolder) Domestic
- Birds
- Fish
- ect
(subfolder) Wild
- blah blah blah