I did some tests on my personal computer and found out how you can do this easily.
- First add your Pictures folder. Open File Explorer (WINDOWS + E) > Click on Gallery > Click on "Collection" in the top menu > Manage Collection.
- Click on Add > Add your Pictures folder or any other folder you want. Click OK.
- Close and Open the Photos app > The folder you added will be there. When you import your pictures, the folder will appear.