To make a new directory from a File instance you would need to use one of two methods: mkdirs() or mkdir().
mkdir() - Creates the directory named by this abstract pathname. (source)
mkdirs() - Creates the directory named by this abstract pathname, including any necessary but nonexistent parent directories. Note that if this operation fails it may have succeeded in creating some of the necessary parent directories. (source)
Note: createNewFile() will not create a new directory only a file.
File singleDir = new File("C:/Users/SomeUser/Desktop/A New Folder/");
File multiDir = new File("C:/Users/SomeUser/Desktop/A New Folder 2/Another Folder/");
// assume that neither "A New Folder" or "A New Folder 2" exist
singleDir.createNewFile(); // will make a new file called "A New Folder.file"
singleDir.mkdir(); // will make the directory
singleDir.mkdirs(); // will make the directory
multiDir.createNewFile(); // will throw a IOException
multiDir.mkdir(); // will not work
multiDir.mkdirs(); // will make the directory