From FCKeditor Docs

CreateFolder

Creates a child folder.

Sample Request

Create the “My Folder” folder in the root (/) folder of the resource type “Files”.

connector.php?command=CreateFolder&type=Files&currentFolder=%2F&NewFolderName=My%20Folder

Sample Response

<?xml version="1.0" encoding="utf-8"?>
<Connector resourceType="Files">
 <Error number="0" />
 <CurrentFolder path="/" url="/userfiles/files/" acl="255" />
 <NewFolder name="My Folder" />
</Connector>

Note that the new folder name may contain non ASC-II chars.