With dynamic workspaces enabled (which is default in elementary OS), you cannot create workspaces explicitely but via moving a window to the right of the rightmost existing workspace.

• With dynamic workspaces enabled (which is default in elementary OS), you cannot create workspaces explicitely but

• a new empty workspace is created by switching to the right of the rightmost existing workspace or

• a new workspace is created by moving a window right to the rightmost existing workspace.

• If you disable dynamic workspaces (via the command line here):

    gsettings set org.pantheon.desktop.gala.behavior dynamic-workspaces false
  

  you can set the number of workspaces wanted to NUMBER:

    gsettings set org.gnome.desktop.wm.preferences num-workspaces NUMBER
  

In this case, you can create new workspace by changing the number on-the-fly. For instance, you could create a script that does that and assign a custom shortcut to this script in System Settings/Keyboard (Shortcuts tab).

cf., How to disable the empty workspace that appears when switching between them?