Make the "baby" folder in the place you want it:
File --> New --> Folder or right-click --> New --> Folder
Then go into the first folder that has some of the photos:
Select the photos you want to move:
Select ONE for now --> press the CTRL button (and keep holding it down until the end of this step) --> select the SECOND one (with the CTRL button still down), select the THIRD one, etc. --> Repeat for all photos.
If you are selecting lots of photos and they are clustered together, you can do this instead:
Select ONE for now --> press the SHIFT button (and keep holding it down until the end of this step) --> Use the left-right-up-down arrows to select all the photos you want to move.
Once you've selected the photos you want to move, CUT them:
Press the CTRL button and the X button simultaneously.
OR go to EDIT --> CUT.
Then, go into the "baby" folder and PASTE them:
Press the CTRL button and the V button simultaneously.
OR go to EDIT --> PASTE.
Repeat this process for the rest of the folders containing some of the pictures you want to move into "baby".
Using CUT removes the photo from its original folder altogether and places it in the "baby" folder. If, instead, you want to make a copy of the photo, so you have one in the original folder and one in the "baby" folder, use COPY instead.
To do this, ignore the CUT step and COPY instead:
Press the CTRL button and the C button simultaneously.
OR go to EDIT --> COPY.

Hope this helps.