changing the colors of folder 2022

Hello;

I am trying to change the colors of my folders on my desktop, etc. My macOS is Ventura. I read the directions on how to do it. The problem I am running into is when I open the preview folder, I am suppose go to file and click on New from Clipboard. But New from Clip Board is not highlighted, so I can't click it. Am I missing a step?

Thanks in Advance