Parameter

directory-spec[,...]

   Specifies the name of one or more directories or subdirectories
   to be created. The directory specification optionally can be
   preceded by a device name (and colon [:]). The default is the
   current default directory. Wildcard characters are not allowed.
   When you create a subdirectory, separate the names of the
   directory levels with periods (.).

   Note that it is possible to create a series of nested
   subdirectories with a single CREATE/DIRECTORY command. For
   example, [a.b.c] can be created, even though neither [a.b] nor
   [a] exists at the time the command is entered. Each subdirectory
   will be created, starting with the highest level and proceeding
   downward.