First of all: The folder is remote.
When using File you are accessing the local file system.
To connection to a remote host, you will need a URLConnection, HTTPUrlConnection or sockets.
So the file constructed using your string won't represent a valid file.
Creating folders on a remote host require the use of protocols such as ssh or ftp.
As an example:
URL url = new URL("ftp://mirror.csclub.uwaterloo.ca/index.html");
URLConnection urlConnection = url.openConnection();
would open a ftp - connection to host mirror.csclub.uwaterloo.ca requesting a file named index.html.
command - line ftp clients can send commands for creating folders to the remote host, e.g.
ftp anonoumos@somehost.com
# mkdir folderName
so you would have to send this command to your ftp host. For ssh it's basically the same procedure.
Both requires a basic client, though.
There are existing solutions around in the Java World, but I don't know of any for Android.
So while uploading a file to a host via ftp is pretty straight forward, (take a look at this example http://www.codejava.net/java-se/networking/ftp/upload-files-to-ftp-server-using-urlconnection-class), sending commands via ftp seems to be a lot more complicated task.
org.apache.commons.net.ftp.FTPClient e.g. supports sending commands via it's doCommand - method, but I don't know if you get it to work on android.