Explorer does not expose API - it uses one... The Windows API for Directory management... The very same .NET's Directory wraps...
If you are going to create a richer file browser application it would be very unwise to bind it to an other application...
If you are interested to learn about the low level of the API check this:
Directory Management Reference (Windows)[
^], however do not hesitate to use .NET's classes to perform tasks, like creating a directory...