That should be Nautilus already and you should have the "create new folder" context menu on right click. I also can't imagine anything going wrong during setup that leaves you in that state.
One thing with Nautilus is that if there is no empty space to right click on, you can't get to the context menu, because you always end up in the context menu of one of the icons. There is no dead space between them to click on. In this case you can click the breadcrumb to get the context menu or use the icon in the overflow.
