I don't think it's immediately obvious how to make a new folder in the GitHub repository from the web browser interface.
Fortunately, it's super easy. Actually, it's just the same as creating a new file.
The only caveat is that you can't create an empty folder. So you are going to have to make a file to go in your new directory, even if you subsequently delete this file.
Click on New File
Type in the name of the directory you want to create and then the name of the
Huge thanks to this stack exchange answer for answering the question (and creating the helpful gif above).