Sub-Directory

I've been trying to set up my video channel but having no luck. Thought I'd go a little different route by uploading it first.
How do I create a sub-directory in the site root directory? this is what is called for in the directoions, but I do not see how to set one up.

If I just upload the files they will be scattered all over the place.

Been at this for a couple days.

 

If you're connecting through FTP, you should be able to create a new subfolder, so that the structure looks a little like this:

ROOT
---FolderA
---FolderB
---NewFolder
Rest of files

This way you can put all the files inside that folder, and keep a better structure of the site.