You can use the command mkdir with -p option to create a folder inside another non-existent folder. Consider an example,

mkdir -p "$HOME/a/b/c/d"

Where the folders a,b,c and d do not exist in home before running the command. After execution of the command all these folders will be created recursively inside one another.

You can see from man mkdir

-p, --parents

          no error if existing, make parent directories as needed