I'm sorry about the documentation it does really need improving.
There are two stages to creating your user requested file.
1) The user is asked the location and name of the file - this returns a file handle you can actually use to create and write to the file.
Local fname,fhandle,fdetails,ctypes,cpaths,cnames,fextens
FileNew(fname,fhandle,fdetails,ctypes,cpaths,cnames,fextens)
Note, there are a lot of parameters in the above command but you can ignore most of them unless you need detailed information about the file, path, extension etc.
2) Create the file using the returned parameters. This is the same for both binary and text files - they both use the returned file handle. Here is a binary example.
Local findex,n
CreateBFile(fhandle,findex)
WriteBVariable(findex,'hello')
For n=1 to 10
WriteBByte(findex,n)
EndFor
CloseBFile(findex)