There is no such thing as a My files folder. What do you mean by transferred videos? Transferred from where to what? There is a My Files app (look in Samsung folder) to allow you to explore the phone and SD card which you van use to create folders and move files.
Hi Mike that's not a problem. In the app page/s in your phone on the first page there should be 2 folder at the very start, one for Google and one for Samsung. The My files app is in the Samsung folder.
If you can tell me exactly what you want to achieve we can guide you through it.