Is there a task in the Automation Engine Pilot just to create a new folder?
There is no specific task in the Automation Engine Pilot just to create folders.
However, many file system actions (such as creating a new folder) can be scripted using AppleScript, Shell Script, Windows Script or Batch files. You can run these scripts from the Automation Engine using the Run Script task.
Every task in the Automation Engine which generates an output file will also create the output folder, if it does not already exist.