Everything is fine with your installation. It is how it is supposed to be.
Ubuntu protects you from doing things that may be not such a good idea by allowing possibly dangerous actions only to the super user (su...do) "root" who has administrative permission. Creating files or folders outside of our home directory is one of those tasks. Installing software would be another example of what only a super user can do (this effectively keeps malware out).
As previous answers already showed it can very easily be done. Nevertheless I suggest you wait a bit, get familiar with the Ubuntu way of doing things, and you will find out that indeed creating files and folders outside our home directories is almost never needed.
By doing so Ubuntu will reward you with the joy of having a stable and easy to maintain system where everything stays at the place its supposed to be.