Hey there!
There's multiple ways to create a folder in macOS. One way is to right click (or click with two fingers on a MacBook trackpad, depending on your options) on the Desktop or in a Finder window and click "New Folder". Another way is to go to File > New Folder. You could also use ⇧+Command+N if you're into keyboard shortcuts. You could then place your file in that newly created folder.
Hope this helped you out! :-)
