Create New Items (like a new folder)

If you need to create a new object, like a folder on your desktop, you right-click in the area where you'd like the new object to be; i.e. your desktop. Select New, then choose the item you want from the dropdown list. In this screenshot you can see Folder, Shortcut, Briefcase, MS Word Document, etc.
If you have a lot of software installed on your computer, this list can be rather lengthy.

 

If you wanted to create a new folder, you would select Folder from that dropdown list. This is what you would see. Note that the name of the folder is highlighted. You can type in any name you want, and hit Enter.