Are you sure that you have the proper permissions to make changes on the shared drive? If you do, the solution may be simple. Here are some steps to try:

1. Ensure to have the correct permissions to make changes to the shared drive.
2. Open the shared drive in File explorer.
3. Attempt to create the new folder.
4. Right click on an existing folder to create the new folder.
5. If you don’t see the option to create a folder, restart the computer and try again.
6. Check with the system administrator to ensure that you have the necessary permissions to make changes.