All Behance members are welcome to create as many collections, or sets of projects, as they'd like. With collections, you can group together different projects under a common theme, or just collect your favorites. To add a project to a collection, scroll to the bottom of a project and click "add to collection" (a button on the lower left hand side).
You can check out the collections you've made, or browse ones curated by others. Go to Me --> Collections to view "My Collections," "Collections I follow," and "Popular Collections." This is a great way to discover exciting new work.