Assuming you're about to add items from either the Desktop (links), or an Explorer Pane (or any
other application that supports drag-and-drop), follow these easy steps:
1. Add a new Folder to the Dock (right-click -> Add Folder).
2. (Optional) Set the Folder's name and optionally change its image via the Dock Item Settings
dialog.
3. Now drag each item you want to add to that (new) Folder and drop (release) on top of that
(new) Folder.
When you (left-)click on the newly-added Folder you will see that it is populated with the items
you've just added.
