Each time you search a database, you are beginning a new session. This means that the items you save to a folder during one session will disappear when you exit, unless you create an individual user account in the database.
In databases like Academic Search Premier, you can create an account that will save your search history and articles. These accounts are separate from the library. Here's how:
Step One: Sign In
Step Two: Create an account and sign in
Once you have signed in and performed your searches. You can save articles to selected folders.