Before you start making your own presets you need to learn the difference between Patches and Programs.
Click the "open" button in the top right corner.
Here you will see Presets, modulation and effects. Click presets.
Here you'll see that a patch is called Patch, and a program is called Upper or Lower.
A Patch contains everything you can do in JP-8V.
Example: You make a huge pad with two layered sounds using the split/dual function and add chorus and reverb using the built in effects, and maybe even some modulation.
All this information can be stored in a patch.
A patch can contain up to two PROGRAMS.
Look at the buttons to the left of the lcd display on the synth. Key mode.
Whl (whole) plays one PROGRAM on the whole keyboard.
Dual plays two PROGRAMS simultaneously on the whole keyboard
Spl (split) plays one PROGRAM on the lower part, and another PROGRAM on the upper part.
Click Low or Up to show the controls for the specific program.
To get your sounds to show in the preset list at the top you need to save them as Patches, even if it's just a single Program.
Make sure you have Patch selected and a Program loaded on Upper, Lower or both. Click Save Patch As...
Enter a name for the Patch, and a name for the Project (which is the custom folder you're asking about).
You also have a "Save As.." option for both the lower Program and upper Program, which I suggest you use so that you don't change or overwrite programs you would like to keep.
It's a bit confusing, but I think it works.