In Mail, go back to the sidebar called Mailboxes, then in the bottom section under Accounts, select the email account you'd like to create the folder in. When you see the list of all the current folders for that account, select Edit at the top right of that sidebar, then select New Mailbox which should be on the bottom ride of that sidebar. Give it a name/location and you should be good to go.
N.B. This is for IOS7, not sure if it was exactly the same for 6 since I usually create them in the web client for the service so I can also set up filtering rules to populate the folder (Mailbox).
Scott
Sent with Mail Pilot
Sent with Mail Pilot
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