I'm not sure I understand what you're asking. If it's what I think it is then it's there by default as long as you're right clicking in the right spot. When you open Windows Explorer, right click in the right pane, New> Folder, text document, etc.
What I mean is , if i go into explorer and right click on say the c:\
and want t create a new folder , it doesn't appear on the right click menu, instead you have to go upto File| New |folder to do the
You can try this. Left click on the drive or folder you want the new folder in, move your mouse pointer over to a blank spot in contents window and right click to create your new folder. The Folders side and the contents side of explorer utilize two separate right click command sets.