I'm assuming that's a v4 theme? I am leaving this thread here anyway, as the answer is possible in v3.x as well.
In v4 a themer can decide to not include buttons in the tcp if he thinks they are not needed.
You can still create folder structures by drag and drop tracks. I find that a lot more convenient in most cases anyway. Watch for that horizontal line that appears when you drag a track header up-/downward, indicating where the track will end up when you drop it. There is an area where that line will indent on the left side. That indicates that a folder will be created when you drop the track right there.
Also, if you have SWS extensions installed, they include a set of actions related to folder structures you could use.