Thank you for reporting ths issue. Currently we don't have a way to create a folder in Box.
You can use the following workaround, by creating a "dummyfile" inside the folder that you want created and then simply add an action to delete the file.
Like the below, where i wanted to create a folder by the name "FolderNew" under "F1"

HTH, please let us know if we can be of more help. 🙂