How are you attempting to create a folder? My buddy has the Droid Turbo (not the 2) and I helped him. We plugged it into his Windows PC > double clicked on the device in Windows Explorer > clicked on the preexisting music folder > and created a new folder right there titled "Music"
He wasn't in a position to add his music the day I was there but he said he had no issues later on.
Let us know and we can try to assist.