When you say you import photos, I think you are saying that you put the photos where you want them first, outside of Lightroom, then import using the ADD option, yes? In doing so the folders containing those photos appear in the Folders panel. Is that what you mean?

Collections are only a construct that exists within the catalog, while folders are where your photos exist on your hard drive. You can add photos to a collection during import, but you can’t import photos to a collection.