can't create folder on power BI report server

Someone who is local administrator on the server, should also grant you "Content Manager" for the Home folder. By default only local administrators of server have access to completely manage the server. By adding a user to a site role (System Administrator, System User) they get some permissions at the site level, but that doesn't automatically adds item level roles for Home folder. See here for more details about the permissions of SSRS:

https://docs.microsoft.com/en-us/sql/reporting-services/security/granting-permissions-on-a-native-mode-report-server