By default there isn’t any option to create a folder inside Wiki Page Library, please find following figure.The only option available is New Wiki Page.
Also it is not possible to enable content type and then get a folder option. This is something tricky to create a folder inside Wiki Page Library.
Open the Wiki Page Library in Windows Explorer , make sure there isn’t any option for Explorer view or there isn’t any option under actions menu.
Create or copy windows folders inside it and come back to Wiki Library in browser and refresh the page.
Here you will get folder created in Wiki Page Library.
Hope this will be helpful.