Use the SFTP Create Directory action to create a directory on the remote server.
Specify the new directory name. Make sure the directory is a full path (specified from the user's home directory). The SFTP protocol doesn't have the concept of a "current directory" like FTP does. Creating a directory tree (ie. more than one directory specified doesn't exist, is server dependent - if not supported by the server you will likely get a "permission denied" error).
Fail if directory already exists
Optionally fail the action if the directory to create already exists on the server.
Specify the permissions that the new directory should have.