From the dollar sign, I am assuming you tried to do this as your normal user. Once you have resolved the issue with the new_file file, you will probably hit permissioning problems.
Firstly, that command won't move the file to the var directory. It will rename it as var. The command you need is
The leading forward slash tells the system that you are moving to a directory.
Secondly, you will need to be root (or have root powers) to do this. So do this:
sudo mv new_file /var
<enter your own password>
<enter root password>
mv new_file /var
The first one gives you extra powers for the duration of the command, the second one turns you into the root user and then you execute the command as root.