What I always do is to type the article name in the search box and click go. The search page will give you a link to click to create the article. I think that's the standard way to do it: certainly no big-name wiki I know of has a new article box.
I agree on those Help pages, and I've got an idea. Mediawiki.org is creating a set of public-domain generic help pages
for use in any wiki. Tomorrow I'm going to follow the steps here
(requiring admin access) to import some two dozen of them. It'll probably need a bit of editing, but it's better than starting from scratch.