Just open the corresponding directory in Windows Explorer where they are currently stored (C:\Spooky2\Preset Collections\User) and then create new folders inside this User folder to sort your presets into. You can then move the presets into each folder as you see fit.
When you go back to Spooky2, it will show the subfolders you created when you go into the User collection.
Furthermore, when you go to save new presets, you can elect which folder to save in, allowing you to save new presets using your new filing system.
For more details, please check the link: