How do i create a directory

I know how to make one that’s password protected by going to .htaccess/webdav but when I try to make one there without checking the “password protect this folder” box I get an error telling me to pick one of the three.

so how can I make one (i.e. but not pw protected?

Your ftp program should provide away to create directories. For example in Internet Explorer you would right click and select new directory same as you would on an XP system.