"Filelist" in the left hand menu (Img. 2.1.1) accesses the Folder structure where all files should be stored for working in TYPO3.
To create a new folder, right-click on an existing folder (or click on the folder icon on the left side of the folder title) and select "New" in the menu that appears. Please note that the folders are created as subfolders to the one you clicked on. (Img. 2.1.2)
By using the drop down (1) you can create up to 10 folders at a time (Img. 2.1.3). Type in the titles of the folder, one field for each folder of the amount of folders you have selected (2). Then click "Create folders" and a new folders will appear in the Filelist.