*--You can all together at once, but as Borislav showed, put it in a try catch...
lcDirectory = '\mydir\mydir2\mydir3'
IF !DIRECTORY(sys(5)+lcDirectory)
   TRY
      mkdir Sys(5)+lcdirectory
   CATCH
      *--Process the error
   ENDTRY
ENDIF
? DIRECTORY(sys(5)+lcDirectory)

*--Or one by one...
lcDirectory = '\mydir'
IF !DIRECTORY(sys(5)+lcDirectory)
   mkdir Sys(5)+lcdirectory
ENDIF
lcDirectory = '\mydir\mydir2'
IF !DIRECTORY(sys(5)+lcDirectory)
   mkdir Sys(5)+lcdirectory
ENDIF
* replace sys(5) with the drive letter and colon e.g. c: or d: or e: etc.

>The COPY FILE command does not seem to work if the destination folder deos not exist. For example if I use the command
>
> COPY FILE 'C:\X\Y\A.*' TO 'A:\X\Y\A.*'
>
>if either the folder "X" or the sub-folder "Y" do not exist. What is the best way of check that the destination folders exist and to create them if the do not?
>
>TIA