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.
Step 1
Navigate to the location from Finder where you want to create a folder

Step 2
Click on the Gray button and click on New Folder button

Step 3
It creates a new folder

Step 4
Type new folder name of your choice in text area as we did TrickyWays

Step 5
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.
I am seeing that yes computers can seem overwhelming, but slowly I am getting a little better.