If you want to create a new folder you can right click the folder where you want to create it (parent folder) and a popup menu will be displayed. Select the New Folder option and a new folder will be created.
Another way to create a folder is to click on the desired folder and then to go File Menu, select the Folder option and then select the New Folder option.
After that a Folder Properties window will be displayed and you can set the folder name, type and description. You have to press OK button to save it to the database or press Cancel button if you do not want to save it.