If you have full control over the shared folder, the web interface lets you expand each folder, download selected files and folders, delete them, upload new files or updated ones, and create
Create A Disposable Folder For Online File Sharing With OneTimeBox
SharePoint Online: Create a Folder using PowerShell - SharePoint Diary
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OLL Add/Edit/Delete Folders
SharePoint Online: Create a Folder using PowerShell - SharePoint Diary
JSU | Online@JSU
How to create and manage folders – Office Timeline Online Support Center