You need to arrange them first on your PC or Mac - into the folders/groups/albums that you desire and then synchronise your iPad with your PC or Mac. There's no way to create folders on the iPad's native Photos app directly. However, there are numerous third-party apps that will enable you to do this directly on the iPad. You'll find numerous threads in this Forum relating to these apps with Member's experiences and reviews, so check them out if you feel that the native Photos app is too restrictive.
I'm very happy to see this. I was getting really frustrated with having to go back to my computer to organize my photos, and I did not want to jailbreak to use what should have been a native functionality.