Do you have Support with Netfirms?
My hosting company has an online manual. If your does look up, how to create a sub-directory.
Usually you have a GUI (Graphical User Interface) that lets you see whats going on.
Where ever your Index file sits, that's probably your root directory. So create a new directory using MD (make directory in Unix/Linux).
Your Word Press example shows /example.com/Wordpress. They actually show it as a Fully Qualified Domain Name (http://example.com/wordpress
). The /example I show is a directory then the /wordpress is the sub-directory of the example.com.
Hope this helps a little.
If you give me access to your domain I can create it for you.
The safes thing to do is contact your technical support. Also check to see if you have online support via a help ticket.