There are different ways to create a new folder in Mac OS X. One of those is written below, follow this to create a new folder on your desired location.
Navigate to the location from Finder where you want to create a folder
Click on the Gray button and click on New Folder button
It creates a new folder
Type new folder name of your choice in text area as we did TrickyWays
Click on anywhere outside the text area to make the change effective
You can also create a New Folder just with a single right click on your required location.