Go to the admin section www.your-url/umbraco/ and log in.

Right click the "Content" node or another node you want to create content under, and click "Create".

You should also take a look at these free introduction videos: 
http://umbraco.com/help-and-support/video-tutorials/introduction-to-umbraco

i know that i can create a subcontent by right clicking the upper node

and i can go to  www.myurl.com/page.aspx

and ... www.myurl.com/page/subpage.aspx

 ... but can i actually create a folder (with a folder icon )

so the upper node is not a content ....

hope i made myself clear

You can create a new document type to use as a folder (giving it a folder icon if you wish) and use this to organise your other content nodes.

I think the issue you may have with this is if you don't want your folder to be a page on your site. If it's like, a container for items, then the issue you may have is that the folder is technically a page on your site....and some XSLTs with [@isDoc] will still execute as though it were just a normal page.

Is that the idea behind what you're trying to achieve?

that is right i do not want my folder to be a page in the website ... it should be just an item's container

I started by using the Creative Website Starter package with my site, and it has a folder outside of the website structure which it references for the front page slider images. Perhaps you could use the same sort of thing, where you have a folder on the same level as your home node (not as a child of it), and have your code reference that folder directly, retrieving all of it's contents.

i.e

 - Content
-----Home Page Node
-------------Page 1
-------------Page 2
-----Folder
-------------Item 1
-------------Item 2
-------------Item 3

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