The method documentation was in the wrong section. For the next release, it will move from "Constructors" to "Internals". The right way to open a file, and create it if is doesn't exist yet is very file-open like:

 my $mbox = Mail::Box::Mbox->new(folder => $f,
   access => 'rw', create => 1);

Besides, if you create a message, you always create a Mail::Message, not some Mail::Box::Message, because Mail::Box::Message have some knowledge about location in them, where the message you have created has none yet. It gets a location at $f->addMessage($msg), and will change type at that moment (in this case into a Mail::Box::Mbox::Message).