The bad News first, you cannot do that from the SCCM console. In SCCM 2007, I created a new custom Folder in which I saved all my custom made reports because I don’t wan’t to mix them up with the built-in ones. In SCCM 2012, you can create a new category with following these steps:
1. Open http://servername/Reports where “servername” has to be replaced with the servername on which the Reporting Services point role has been installed (usually the SQL Server). You should see the following:
2. Browse the folder and then create a new Folder with clicking on “New Folder”. That’s it…