I have made my first commit; then created a branch (let\'s say branch1).
In this branch I\'ve created a directory \'example\' and commited. In GitHub I see my new branch
You need to checkout the branch:
git checkout master
See the Git cheat sheets for more information.
Edit: Please note that git does not manage empty directories, so you'll have to manage them yourself. If your directory is empty, just remove it directly.