Creating 'child' themes

My website is: Pseudo-soolinemodelrailroad. I am current using the Twenty Fifteen theme but have tried Cannyon and Twenty Thirteen.

I posted this question 4 days ago: How does one create a new directory entry for a child theme? In Windows (even in DOS) it is very simple but I haven’t found anything that looks like a directory in WP, much less any way to add a new directory.

Nadiadsz responded soon after I posted my plea 4 days ago guiding me to the Appearance/Widgets/Categories/’Show Hierarchy’ but nothing suggested a way to create a directory.

I am sure this question has been asked hundreds of times over the past several years but the forums do not have any sort of Search function that I can find. Questions come into the Themes forum at the rate of 8-10 pages a day so even scanning the first day’s worth of questions is very time consuming.

Beyond several references saying that I should create the new Theme-child I am still at a complete standstill on building my website.

Thank you all for being patient while I struggle with this new world.

Bob