Any resource that you want to share with your class members must be stored inside a resource folder.
Resource folders are what allow some resources to be shared among multiple classes, while other resources are kept to just one class. They also allow teachers to archive some resources, removing them from students' view, without archiving all of the resources in a class. Every resource folder has its own controls for archiving, sharing and so on.
If you don't want to get that fancy, you can always just create a single folder and save all your resources in it, but all resources must be saved to a resource folder. Likewise, if you want to get very fancy, you can create folders within folders.