What do you want to achieve? Creating folders in runtime, you also need to have and to set the correct permissions. Please be aware it’s dangerous for your security if you are not familiar with this process.
Secondly, I prefer third party solutions if you want for example store (large) custom(er) files properly and secure externally.
But, if you still want to creating folders in runtime, it can be done by a custom Java Action. Read more here: https://www.javatpoint.com/how-to-create-a-new-folder-in-java