Still can't find it. On the top right corner, there is a symbol with 3 squares. When I clicked on it, only the following four options were available: Select, AddFTP, Scan for nearby devices, Display options.
On my Note 2, I can see a create folder option by pressing the left button of the home button. Since the PRO 12.2 has a different key right now, that option is no longer available. Is that key moved somewhere else?