There is no such thing as a folder in azure blob storage. So there can only be empty containers, not empty folders.
Folders are virtual and only exists due to the blobs in them. The path of the blob defines the virtual folders so that is why you cannot get a virtual folder without blobs in it.
You can "create" a new folder by setting the path of a new blob. For example by uploading a blob named "my_not_yet_existing_folder/myimage.jpg"
For example (modified example from the docs):
try
{
CloudStorageAccount storageAccount = CloudStorageAccount.parse(storageConnectionString);
CloudBlobClient blobClient = storageAccount.createCloudBlobClient();
CloudBlobContainer container = blobClient.getContainerReference("mycontainer");
final String filePath = "C:\\myimages\\myimage.jpg";
CloudBlockBlob blob = container.getBlockBlobReference("my_not_yet_existing_folder/myimage.jpg");
File source = new File(filePath);
blob.upload(new FileInputStream(source), source.length());
}
catch (Exception e)
{
e.printStackTrace();
}