To make a new room you need the command @dig. The syntax for that is:
@dig <room>[=<parent>[=<regname>]]
This means you can simply do @dig <room> or use the other options if you want/need to. Room names may have spaces in.
If you '@dig newroom' you should see 'newroom has been created as #nnnn' where nnnn is the dbref. However, currently it has no way in or out of it. If you are in your own area you may teleport into this room with @tele me=#nnnn, however, no one else can do this into this room. You will need to make exits.
>> Making exits