How to restore missing folders on iPhone 14 Pro?

See this link on how to create app folders

Create a folder

1. Go to the Home Screen.
2. Touch and hold the Home Screen background until the apps begin to jiggle.
3. To create a folder, drag an app onto another app, then drag other apps into the folder.
4. A folder can contain multiple pages of apps.
5. To rename the folder, touch and hold it, tap Rename, then enter a new name.
6. If the apps begin to jiggle, tap the Home Screen background and try again.
7. When you’re finished, tap Done, then tap the Home Screen background twice.

Note: Organizing your apps on the Home Screen doesn’t affect the organization of apps in App Library.

If you have lost many folders, you might want to look into your backup if they are still there

The only way to recover your data in this situation is to restore your iPhone from a backup that was created before the update. Apple strongly recommends making a backup—either to iCloud or through Finder/iTunes on a computer—before installing any iOS update. This ensures that if the update process encounters an error, or if you notice unexpected issues afterward, you can roll back to your previous setup without losing important files, photos, or app data. Update iOS on iPhone - Apple Support (IN)

Without a backup, unfortunately, there is no official method to return your device to its prior state.