You shouldn't be able to create a new folder in a library. A library is a just a collection of filepaths. For example a "music" library may pull data from c:/users/jamie/music and c:/archive/music storage/ that way the library shows media from both locations. If you want an empty folder create the folder anywhere then add it to the library.
You can create a new library and point it to an empty folder and it's about the same really.
In fact i just tried and it let me maybe because my libraries are hardly used and they only point to one folder - so it knew to create the new folder in the only path the library knew to look.