Organize allows you to add contexts in multiple ways:
Ribbon UI > Start Page > Add Context: Select Add Context from the Ribbon UI to create a new subcontext. That means if you have a context selected, the new context is created as subcontext for the current selection. If you have no context selected, the new context is created on the top level.
You can also right-click on any context to display a context menu and select "Add Context". This works the same way as the Add Context item in the Ribbon UI