Either by clicking the explorer button on your shortcut bar
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or right clicking on your local drive and selecting explore

The explorer window will open
By default this should be C:\Program Files\TM\

Either use the Menu Bar and Select File >> New >> New Folder

Or right click inside the TM folder and select New >> New Folder

The new folder will be created and named "New Folder"

Depending on what function you are performing change the name to either Rebuild Folder or Backup Database with a reference to the current date ie. BackupDB021216