1. Tap the menu button.
  2. Select Files.
  3. Select the Devices category.
  4. Select your device from the list. Note: At the moment, folder creation works only on the current device. It's the first device on the list, the one which says This phone.
  5. Navigate to the directory where you want to create the folder.
  6. Then tap the icon at the bottom-right of the screen.