UnicodeString path = "C:\\Test\\Test\\Test\\";
TStringList *list = new TStringList();

try
{
    list->Delimiter = '\\';
    list->StrictDelimiter = true;
    list->DelimitedText = path;
    path = list->Strings[0]; \\drive letter
    for(int i = 1; i < list->Count - 1; i++)
    {
        try
        {
            path += "\\" + list->Strings[i];
            CreateDirectory(path.w_str(), NULL);
        }
        catch(...) { }
    }
}
catch(...) { }
delete list;