1.First you should use a folder from your application as parent folder of all your folders, lets suppose that this folder will be named
Content
.
2.Then if you want also to give the user possibilities to download/have access to this folder you should set up some access rights in your application
web.config
like in the next example:
<location path="Content">
<system.web>
<authorization>
<allow users="*" />
</authorization>
</system.web>
</location>
3.Finally you should use C# code to create the folder like in the next example:
string newPath = Server.MapPath(string.Format("~/Content/{0}", folderNameWithoutPath));
DirectoryInfo directoryInfo= new DirectoryInfo(newPath);
if (!directoryInfo.Exists)
{
directoryInfo.Create();
}