UPDATE: The Windows 10 Mail App has been updated with the ability to make folders right from within the app. Here's the link to the new video:
• Windows 10 Mail App 2017 - Advanced F...
In Windows 10, the Outlook App replaced the Mail App in Windows 8. But the ability to create mail folders and subfolders disappeared. But if you are using an IMAP account, there is a way to create the folders.
Hopefully this is a temporary situation and Microsoft will put back the ability to create folders in the Outlook client that comes with Windows 10.