Zotero lets you create "collections" to organize your items. Collections are like file folders on your computer, but an item can be in more than one collection at a time. For example, a book on the Civil War could be filed in your "Civil War" collection, your "Virginia History" collection and your "19th Century America" collection all at the same time, without having to make three copies of it.
To create a collection, click the button that looks like a folder with a green plus sign. You can find it at the top left of the Zotero window.