[Sirtel]

Yes. You can't change/add/delete files and folders in your calibre library with File Explorer or any other file management tool - if you do that, you'll corrupt your library. You can only manage your library via calibre GUI. If you want another, separate library folder, click on the library icon -> Switch/create new library. And move your books there also via GUI - right click on a book -> copy to library.

Alternatively, you can save your converted books to a location outside calibre, if you want, with the Save to Disk feature.