As per the title, in Corda, how do you create a new keystore as referenced here - https://docs.corda.net/permissioning.html
Take a look at the class X509KeyStore
Passing a password into the constructor will create an empty keystore for you.
Alternatively, the function fromFile in the same class can be used to create a keystore if one doesn't already exist.
The test class X509NameConstraintsTest is a good place to see this in action along with the "Test save to keystore" test within CompositeKeyTests.kt.