if you want to make sure a Folder path exists then use FPath
if you want to potentially create a folder then look into PlatformFileManager
if the folder is going to be in your games directory then you can mark the folder as an asset for the asset manager, and then have it included in the Cooking process.
these are things that have been “needed” since UDK 3 days so they still exist in the engine. they just might not be using parts of the Standard Library to do it.
be mindful that if you are targeting console you may fail certification if for creating files outside of your directory, and mobile has its own storage concerns.