To Create a Folder in the Library (AutoCAD Mechanical Toolset)

Click Insert tabBlock panel Library. Find
In the Library dialog box, select the folder to which you want to add the drawing file, and right-click.
From the shortcut menu, choose Create.
In the Create Folder dialog box, specify the name and path of the file you want to add to the Library, or choose Browse to locate the file.
Choose Empty,
Choose OK.
Note: When using Map Directory, or Map including Subdirectories the folder you want to include must exist.