Thank you for your answer. I tried but it doesn't seem to work.
I have done this by linux command-line:
curl -X MKCOL "https://myserver/remote.php/webdav/existing_folder/new_folder" -k -u my_user:mypassword
After this call I'm getting this answer:
301 Moved Permanently
The document has moved here.
Apache/2.4.10 (Debian) Server at myserver Port 80
But when I login on owncloud with my credentials (myuser / mypassword, according to the example) I can't see the folder.
What I'm doing wrong?