Well I can't, but you can

In windows explorer you can creates new folders in any location you desire. ie. where your LW library is located.

Now to get them to show up in your LW Library. You will need to add them to sharing. In LW 1) tools 2) options 3) sharing 4) add.
This will open up a browser where you may locate the folder. Highlight the folder then cliick select.