@MarMarcin Collections are items from build or buy mode that are grouped together, making them easier to find. So instead of having to search through the entire build or buy catalog, you can select one collection and use the items in there. You can also create your own collections for favorite items. The Collections folder holds the files for these groups. Deleting it won't remove the items from your game; it will only remove the groupings.
If you never search through Collections in Build/Buy, then it's safe to delete them. But it's not necessary, as they don't add much to the demands of the game, and the files that come installed with the game are unlikely to become corrupted.