Create local directory on your PC via ABAP

REPORT ZGUI_DIR.

call function 'GUI_CREATE_DIRECTORY'

  exporting

    dirname       = 'C:\TEST\'

  EXCEPTIONS

    FAILED        = 1

    OTHERS        = 2.

if sy-subrc <> 0.

  WRITE: / 'Error Code ',SY-SUBRC.

else.

  WRITE: / 'Directory Created...'.

endif.