File dir = new File(Environment.getExternalStorageDirectory() + "/Download/your folder/");
dir.mkdirs(); // creates needed dirs

不要忘记在 Marshmallow 或更新版本上请求权限，并将写入存储权限添加到 Android Manifest，例如:https://***.com/a/34722591/4479004

Don't forget to ask for permissions on Marshmallow or newer and to add the write storage permission to Android Manifest, for example: https://***.com/a/34722591/4479004