CreateDirectory:
http://msdn.microsoft.com/en-us/library/aa363855(VS.85).aspxThere is a link to an example:
Retrieving and Changing File Attributes
http://msdn.microsoft.com/en-us/library/aa365522(v=VS.85).aspxThe program there creates a directory - check the line with CreateDirectory(argv[1], NULL).
SetFileAttribute
http://msdn.microsoft.com/en-us/library/aa365535(VS.85).aspx