No Nintendo 3DS folder
If you don't have a Nintendo 3DS folder, your SD card probably isn't being read by your 3DS due to a formatting or contact issue. Keep in mind that the 3DS can only read SD cards formatted as FAT32/MBR (that is, exFAT/NTFS or GPT will not work).
You can reformat your SD card with one of these guides (Windows, macOS, Linux).