ANSWER: To store files in an organized way
-Don't trust me completely on this, but compared to the other answer choices, this seems most logical.
-I might not know how this question relates to the subject so I might be wrong, but commonly, folders are used for organizing, especially in file structures.
REASONS WHY OTHER ANSWERS ARE WRONG:
"To store 256 files in one location" is not exactly organized if they are not split in groups.
"To allow Windows naming to be applied" is not the exact purpose for creating folders
"To secure files" is not entirely true, creating folders in a file structure does not make them secure, they are still access-able.
Hope this Helps!