It can be more convenient to organize iOS apps and create folders using iTunes on your Mac than it is to do so on your iPhone or iPad itself. Among other reasons, it's easier to drag icons (including more than one at a time) between screens on your Mac. But a little-known extra feature in iTunes simplifies application organization even further by letting you quickly find the apps you want to drag.
First, connect your device to iTunes. Click on its name in the Devices list of iTunes's sidebar, and then click on the Apps tab. This is the screen where you can organize your apps: There's a list of all the apps you've downloaded on the left, and then representations of your iOS device's home screens on the right.
Here's the hint: Look up at the iTunes search box. When you're on this tab, its default text changes to Search Apps. Start typing the name of a specific app there, and the list on the left will be filtered down to show only apps that match what you've typed. From that filtered list, you can drag the apps you want from the left pane onto one of the iOS home screens on the right.
This is way easier than scrolling through screen after screen to find, say, Super Stickman Golf: Instead, you just type its name in the search box and then immediately put it on whichever home screen or in whatever folder you want.