Welcome to the community and thanks for posting! For SharpTools.io dashboards, the most common folder-like solution is to create additional dashboards and link to them.
For example, you might create a Sonos dashboard with just your Sonos devices on it. Then on your primary dashboard, you can add a Dashboard tile which opens your Sonos dashboard.
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For opening the Arlo app, what type of phone/tablet are you viewing your dashboards on? You can find details on opening apps via Hyperlinks in the following article:
For iOS the hyperlink should be:
arlo://
For Fully Kiosk Browser on Android, the URL should be:
intent:#Intent;launchFlags=0x10000000;component=com.netgear.android/com.netgear.android.main.MainActivity;end
Another option for consideration is the community developed ArloPilot app which some people have used to directly embed image snapshots from their Arlo cameras into their dashboards: