I usually go in the Devices folder and make new folders, like "3rdPSynths" etc...they will appear in the dropdown menu on the livebar and on top of the Routing window. Preset files always in the common Preset folder.
Post-tip:
Alfonso explanations are right but often to see the new devices and the new folders you have to restart the drivers.
So I suggest to firslty make the foder and copy the devices, and then run sfp.