Creating a New Folder

Step One:

Go to File---->New---->Folder and click (you can do the shortcut of Ctrl + Shift + E to create the folder as well)

Step Two:

Type in the folder name and click OK.  Remember when creating folders the folder will be created under the folder you have highlighted.  So if you have "Local Folders" highlighted it will create the new folder under that topic.  You can make folders and subfolders, etc.