There are two ways to add tiles into a collection.
If you have already started a collection and you want to add in more links whilst in the folder, you can do this by creating a new tile.
The other way to do this, is by moving and transferring a tile from either My Tiles or Workplace.
Here is how to do it:
Go to My Tiles
Select the drop down ellipses
Add to library
Choose the folder where you wish the tile to be exported.
Click Save - the tile has now saved in your chosen collection.