The following example is from the ACHS page; user must be the owner of the site.
Click on the ellipsis next to Current View > All Documents
From here you should see a tool bar at the top.
Make sure you are viewing the commands under "FILES".
Create a new folder by clicking on "NEW FOLDER", as indicated by the highlights.
Once you are in this screen you can click on the ellipsis to the right of the folder to delete as indicted by the highlights.