The drag/drop functionality depends on which Internet browser you are using.
If you are using Internet Explorer, you will not be able to drag/drop the files or the folders directly into your Vault folder.
If you are using Firefox or Safari, you will not be able to drag/drop folders directly into your Vault folder. You can only do that with files.
Using Google Chrome, you will be able to drag/drop both files and folders directly into your Vault folder.