There should be a step named "Copy or Move Folder" that will move a folder to a new Destination folder.

Thank you. Do you know how it would set the folder containing my document as the folder to move?

Steven, in the Folder property of the Copy or Move Folder step, click the folder icon and select the first option "Use path(s)", then type in a variable like "<%#XmlVariables.VAR_WorkflowDoc.Documents.Document.ParentFolderId%>" but replace VAR_WorkflowDoc with the name of your document variable.

Thank you both for the assistance. I was able to successfully move my folders with the workflow step and variable information you provided.