[whpalmer4]

You can't easily put them in the built-in folders as those are stored inside the application bundle, and your organization work would be undone each time you got a new version of OmniGraffle. However, you can make new folders in the Favorite Stencils section via the gear menu in the stencils window to organize your stencils, and you can drag copies of the built-in stencils into those folders.