New Folder button in Windows 10?

By default, the "New Folder" button is shown in the Quick Access Toolbar (QAT).
The QAT includes a customizable drop-down menu that contains more commands.

You can get it like this:

1. Go to a folder (e.g. your C:\ drive)
2. Double click the "Home" ribbon in the explorer, this will expand it so you don't always have to expand it manually.
3. There is your "New Folder" Button

For those who prefer the keyboard, pressing Ctrl+Shift+N immediately creates a new folder in the one you're currently viewing.