When available, you may initiate the creation of a new attribute in an appropriate interface by clicking on the Create new Attribute… button, which is available at the top right of the toolbox’s folder search component:

This option is only available in those interfaces where attributes are relevant:
•Rule Designer
•Model Project Designer
•Audience Designer
•Cell List Designer
•Export Template Designer
•Offer Designer
•Asset Designer
•Smart Asset Designer
•Subscription Group Designer
•Landing Page Designer
•Data Connectors Interface
•Configuration Workbench
Full details on creating attributes can be found in the Attributes documentation.