I want to create a new folder on my home page

Long press on any of the app until all apps jiggle. Then, select an app and try to move it over another app and it will create a folder comprising both the apps. Once the folder is created move in whatever apps that you want there and move out rest of them.

Please explain what you mean when you say that you "want to create a new folder not merge two together". You create a folder by merging two apps together. You can have more than one folder on a page. I have three folders on my home page.