Please follow the steps below to create a folder on the local drive:
1) Launch Xmind for iOS;
2) Go to「Browse」>「Location」;
3) Tap「On My iPhone/iPad」> Xmind folder;
4) Tap 
to create a new folder.
(Or you can long-press the blank on the Xmind folder to create a new folder. )
iPhone:
iPad: