create a folder

This really sounds like a dumb question but I don't know if my programing is messed up or what because I am unable to create a folder. If I right click on an empty space as Dudley says to do the "new" is not listed in the menu that appears. If I click on the file menu there is nothing there either to create one. I hope I am wrong but I am thinking something got deleted along the way but I don't know how. Can anybody give me some suggestions on what to try. I'm not good at this so I get fustrated pretty fast. Thanks for any help, Jim