Is it possible to create files directly in Folders?
AFAIK, you can't do it directly through the macOS GUI like in Windows, w/o any customizations. 

You can use the Terminal* app (Cmd+Space to open Spotlight, then type terminal), by typing cd, then drag and drop the folder to it to get the whole file path; finally type touch my newfile.docx.

e.g.

cd /path/to/file
touch newfile.docx




many other alternative solutions here

* coming from the Windows world, terminal it's like the cmd.exe (Command Prompt)