While @sleeplessnerd's answer may work for os.mkdir() specifically, there is a better way that seems to be both platform agnostic¹ and requires less overhead than manually mounting it as a drive letter. It uses pathlib.Path() and the mkdir() method.

pathlib.Path(r"\\remote\server\path\your_folder").mkdir()

Some useful parameters are parents, which creates the full file path - every folder in the path - if it doesn't exist and exist_ok=True, which prevents it from throwing an error if the folder already exists. Some example code:

# if you're making a log directory

LOG_DIR = pathlib.Path(r"\\remote\server\path\logs")

LOG_DIR.mkdir(parents=False, exist_ok=True)

I tested both samples on Python 3.13 64bit and both create an empty folder at the path specified.

¹ I have not tested it on other platforms and as this example uses Windows' file paths, I'm not sure how that would play into remote shares on other operating systems.