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Steps to create a new report set folder.
In data workbench, open the Profile Manager by right-clicking within a workspace and clicking Admin > Profile > Profile Manager.
Click Reports to open the Reports folder.
In the User column for the folder in which you want to create the new report set, right-click and select Create > Folder. A folder named New Folder appears in the File column for Reports.
Right-click in the User column for the new folder, click in the Dir parameter, then type the new name of the folder.