Usando las APIS declara la Global External Function:
FUNCTION boolean CreateDirectoryA(ref string pathname, int sa) LIBRARY "Kernel32.dll"
Script:
boolean rtn
string l_dir
l_dir = "API Demo"
rtn = CreateDirectoryA(l_dir, 0)
If rtn then
MessageBox("New Directory Created", "API Demo directory is located under pwrs.")
else
MessageBox("CreateDirectory", "Failed")
end if