An easy way which I used to create files in the Photo App folders is to just connect your phone via the USB-USBmini cable that came w/the HTC8x to your Desktop/Laptop computer. The phone appears in the 'My Computer' folder(Windows XP) or similiar where your Drives are listed. It should appear as 'Windows Phone' and can be accessed/explored as any other USB storage device folder via Windows Explorer. Inside that folder is a 'Phone' folder..which itself contains: 'Documents', 'Music', 'Pictures', 'Ringtones' and 'Videos' folders.
Inside that 'Pictures' folder are 'Camera Roll', 'Sample Pictures' and 'Saved Pictures' sub-folders. Note: the 'Camera Roll' and 'Saved Pictures' sub-folders *might* only be created by default after you've actually used the phone camera to take a photo and or saved a picture via an App or other useage. ie those two folders *might* be auto-generated.. I don't know for sure, but I think I remember not seeing them there initially.
In any event, you can easily create new folders....name them what-you-will in the 'Pictures' folder and they will appear as newly named folders in the Windows Phone 8 Photo App in the 'Albums' sub-folder selection...where you can select any picture within to save/sync to Skydrive, Delete or Share as well as include in 'Favorites' folder'. Any picture in those newly created folders may also be used as a background in the Photo App as well and likely in any other App that utilizes the 'Photo' App's 'Pictures' folder allocation.
Note: the 'Favorites' sub-folder does not show up in the Desktop USB storage device folder within the 'Pictures' folder. My guess is that it's simply tagged as a 'Favorite' and not actually stored in a physical 'Favorites' folder...ie the 'Favorites' folder *may* not even exist. The Fav pics may be simply tagged as such via a shortcut or somesuch.
And you can easily Drag and Drop any number of pictures/photos into(or out of) any of those sub-folders. The same goes for your Music folder and any music files you want to transfer from your Desktop/Laptop to your Windows Phone...or Documents, Videos or Ringtones that you might have and want to access from your phone.
This has worked easily and flawlessly for me using Windows XP but there is also a handy dandy desktop Windows Phone App available for Windows 7 and Windows 8 Desktops that also provides a syncing service to your Windows Phone 8 . Available from Microsoft here:
Windows Phone app for desktop (Preview 2) | Windows Phone 8 | Windows Phone How-to | Windows Phone (United States)
Hope this is helpful.
Edit to add...
Also a 'Screenshot' folder is auto-created in the 'Pictures' folder the first time you take a Screenshot (Windows + Power button)