What exactly does this have to do with InDesign?
My suspicion is that the OP wants to create a new folder as part of some automation routine.
If that's the case, you'd be best off asking in the scripting forum: InDesign Scripting and providing a lot more details.
My suspicion is this has nothing to do with InDesign (and so there is no point in referring the OP to the Scripting forum), and I also strongly suspect this simiply is not possible. Peter, if I have your computer's IP address, could I then create a folder on it? I don't think so. Only if you have it set up as a server, well, then I could log in (provided you gave me a log-in name and password) and make some folders, read some stuff, and change the odd filename or two.
I agree it may not be possible, but again I'm reeading between the lines to presume if the OP wants to create a folder on another system he has a method for logging on to that system.
I run peer-to-peer with my various desktops and laptops here, and I can set them up to allow me to have access anywhere inside my network, but no, you wouldn't be able to get in and create folders from outside my network without my permission (which you ain't going to get, even though we are buddies )