Mac OS X Finder FAQ: How do I create a new Mac Finder folder using the keyboard? (Or, What is the Mac Finder new folder keystroke or keyboard command?)
To create a new folder in the Mac Finder using the keyboard, make sure you're in the folder (directory) where you want to create a new folder, and then press the [Command][Shift][n] keystoke.
This Mac Finder keyboard command creates a new Finder folder in the current directory, named something like "Untitled folder". Keyboard focus will be on that new folder, so you can easily give the folder a new name right away.
Note that if you want to delete this new Finder folder, you can delete it by pressing the [Command][Delete] keystroke, as discussed in my "How to delete Mac Finder files and folders using the keyboard" article.
If you like to use the keyboard a lot, here is a list of more Mac Finder keyboard shortcuts (keystrokes).