To create a new collection run the following commands at a commmand prompt.
(assuming you are in the root of your RetroFE directory)

For Windows:
    Core/RetroFE.exe -createcollection "Nintendo Entertainment System"

For Linux:
    ./RetroFE -createcollection "Nintendo Entertainment System"


Replace "Nintendo Entertainment System" with the collection name of your choosing.

This will create a "Nintendo Entertainment System Folder", create the rom folder, 
artwork folders and default configuration files.