First of all, where are you when you click on "new file"? Are you talking about in Windows Explorer or are you within an application?
In Windows Explorer, you should be able to right-click within a folder and a popup menu will appear and 1 of the choices of that menu will be "New". If you move the mouse pointer over "New" then another list should popup showing you what items you can create new such as folder, library, text file, Microsoft Word document, etc... Once you select what you want to create new, then you should see an entry for it and be able to enter a name for the item.
If you are not able to do what I described above then I would suggest you open a command prompt and run the command "sfc /scannow" (no quotes). This will scan your system for missing/corrupted system files and attempt to fix.
If you are within an application other than Windows Explorer, we need to know which application to be able to help you further.