You should have an icon for your external HD on your desktop or in the sldebar. Click on it to open it and once its open right click and select new Folder.
Ok, I installed aan external hard drive, for backup, I wan to save my music and pictures on the hard drive, but I wan to create a folder for each kind of data, like in windows I clik on create a new folder and that`s it, how can I do this? on mac OS,? in my external hard drive?