Comment 2 for bug 1115700

In the linked branch, you can drag selected files and drop onto the background to get a context menu that includes the option "Merge into Folder". Although this does not use a "New Folder" icon to drop onto, it has virtually the same effect.

It is not clear where a "New Folder" icon would be put and it would be against Elementary policy to clutter the interface with new icons unnecessarily.