To create AMOS-style PPN directories, you can use SYSACT.LIT. To create an arbitrary native directory that doesn’t fall within the emulated AMOS format, you need to access native operating system functions. However, you can still do that without leaving A-Shell or your A-BASIC program.
Under Unix, you could just use xcall HOSTEX, "<create directory command>" where the <create directory command> is a valid Unix command for creating a directory in your flavor of Unix (or Linux.) A typical example would be:
xcall HOSTEX, "mkdir /vm/miame/xyz0"
However, under Windows this will not work. The recommended approach then is to use MX_MKPATH, which works equally well under both Windows and Unix.