Yes. You simply make a folder, then open it, then right click, then left click "New", then left click "Folder." Done. That easy. Or if you have an old one button mouse click on your folder and click new---> new folder.
Maybe that was a default blank file that the system included by itself. Just make sure that all your important files are in a file with a name on it. But, hey, maybe I'm just the weird one!