In dbForge Fusion for MySQL, when you add a folder to the project in the Solution Explorer, right clicking on it does not bring up a menu. I added a folder named DataFiles to go along with Functions, Procedures, Tables and Views folders. When you right click on any of these last 4 folders you get a menu with the following choices:
... Add New File...
... Add Existing File...
... Add Folder
... Rename
... Delete
... Refresh
... Properties