Move option has been removed from the latest version of Lightroom CC2015.2/ 6.2 however, it will be restored back in the next release as a lot of users need this option back.
The workaround for now would be to roll back to Lightroom vCC2015.1.1/ 6.1.1
Here is the article with steps : https://helpx.adobe.com/lightroom/kb/roll-back-to-prior-update.html
Until the new version of Lightroom comes out, you can move the photos in your operating system, then import using Add.
you can move the photos in your operating system, then import using Add
Or (Second best!) - you can Import them at their current location using 'Add', then move them in the Lightroom Folders Panel.
Here is how, I just found out.
1) Select the photos you want to move
2) Right-click on the folder you want to move to (Windows, don't know on OSX MAC)
3) Click on "Move selected photos to this folder"