You can create new folders directly from the Sync mobile app in your Sync folder (Files) or in the Vault by completing the following:
Open the Sync mobile app.
Navigate to the location where you want the new folder (for example, inside an existing folder or the Vault).
Tap the + (plus) button at the bottom-right of your screen.
Tap Create.
Select Folder, then tap Create (bottom-right).
Enter a name for your folder and click Create.