Unity - Scripting API:

public static function CreateFolder(parentFolder: string, newFolderName: string): string;

public static string CreateFolder(string parentFolder, string newFolderName);

Parameters

parentFolder	The name of the parent folder.
newFolderName	The name of the new folder.

string The GUID of the newly created folder.

Create a new folder.

		string guid = AssetDatabase.CreateFolder("Assets", "My Folder");
		string newFolderPath = AssetDatabase.GUIDToAssetPath(guid);