
You can create folder!
VBA Code
As an example, create folder “hogehoge”.
Option Explicit
Sub sampleProc()
Dim fso As Object
Dim folderFullPath As String
'Set "Folder path"
folderFullPath = "C:\Users\user\Desktop\hogehoge"
Set fso = CreateObject("Scripting.FileSystemObject")
'Create folder
fso.CreateFolder (folderFullPath)
Set fso = Nothing
End Sub
Result
You created folder!

FYI
For more information about following, see the following official online manual:
●“CreateFolder method” of “FileSystemObject”