Dont disable intellisense,
You can create a folder/directory directly from C++ wizard it has no harm. But in that case you need to add following code into your .Build.cs as
PublicIncludePaths.AddRange(new string[] { "<Project_Name>" });
Reason behind this, UE uses .Net for compiling your C++ source code. You just indicate .net that you are also including path that project source code located. Now you are free to use create directories from wizard without any problem.