Login to the WebControlCenter (WCC) at www.webcontrolcenter.com/customer.aspx. Go to the Mail option under Menu and select Mail Admin. From here, click Login as User. Alternatively, you can login to your email account using the web mail interface at http://mail.EXAMPLE.com, where EXAMPLE.com is your domain name.
Be sure that “Email” is selected from the Menu items on the far left. On the left window pane, next to New, you’ll see Actions. Cink on New Folder to create a new folder. You can chose the folder's name and its parent (for example: Work Emails under the parent folder Inbox).