Попробуйте: (вы можете узнать больше о NSFileManager из документации Apple)
NSError *error = nil;
NSString *documentsDirectory = [NSSearchPathForDirectoriesInDomains(NSDocumentDirectory, NSUserDomainMask, YES) objectAtIndex:0]; //this get you to the root of your app's
NSString *folderPath = [documentsDirectory stringByAppendingPathComponent:@"yourfoldername"];
if (![[NSFileManager defaultManager] fileExistsAtPath:folderPath]) //Optionally check if folder already hasn't existed.
{
[[NSFileManager defaultManager] createDirectoryAtPath:folderPath withIntermediateDirectories:NO attributes:nil error:&error];
}