Right-click on a collection and select the "New folder" option in the context menu. Enter a name and confirm with Enter.

Note: You can also apply this procedure to existing subfolders in order to create sub-subfolders here.

Select a collection or subfolder so that its contents are displayed in the centre of the screen.

There is an option to create a new folder in the menu bar. Simply enter the name of the folder and confirm by clicking on "Create".