Step1:Go to the SharePoint site containing the list where you want to add the folder.
Step2:Select the name of the list on the Quick Launch bar, or select Settings Office 365 Settings button , and select Site contents, and then select the title of the list you want to add folders to.
Step2:On the ribbon, select the Files tab, and in the New group, select New Folder.
Step3:In the New Folder dialog, enter a folder name in the Name field.
Step5:When done, select Create or Save.