Rather than shell out to the operating system to do it, you could just use the function mkdir(), like:

mkdir("C:\\dump\\new folder") or die $!;
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In general, when you find yourself getting ready to ask the operating system to do something for you, you may want to browse through "perldoc perlfunc" and find out what's already there for you. (CPAN, of couse, is another great place to find tasks that have already been done for you.)