How to create a sub-folder in MS Word?

I go file save as...
then I navigate to the parent folder
then I click on the yellow icon that looks like a file cover with a star shining out of the top right corner.

This allows me create a new sub folder.

aj
 
Just to be pedantic this is not actually creating a folder "in" Word but rather via the Windows Explorer/Windows Shell standard file open/save dialog box which Word and most other applications invoke.
 
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