First decide what kind of file it will be.
Then decide what folder you're going to store it in.
Open Windows Explorer to that folder.
Right click in the area that lists the folder's contents and select New>
and then select the type of file that you are going to create.
If you don't see the type of file that you want, open the program that is
capable of creating the desired file type. Create your file. Then use the
File>Save dialog box to name your file and to select the folder location
where you want to store the saved file.
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