VMS Help CREATE, /DIRECTORY, Description  *Conan The Librarian (sorry for the slow response - running on an old VAX)

    The CREATE/DIRECTORY command creates new directories as well
    as subdirectories. Special privileges are needed to create
    new first-level directories. (See the restrictions noted
    above.) Generally, users have sufficient privileges to create
    subdirectories in their own directories. Use the SET DEFAULT
    command to move from one directory to another.