Devi studiare il funzionamento del FileSystemObject per poterlo utilizzare ...

codice:
    Dim fso As FileSystemObject
    Dim fld As Folder
    Dim sflds As Folders
    Dim sfld As Folder
    
    Set fso = New FileSystemObject
    Set fld = fso.GetFolder("C:\pippo")
    Set sflds = fld.SubFolders
    
    For Each sfld In sflds
        fso.CreateFolder sfld & "\XD"
    Next
    
    Set sflds = Nothing
    Set fld = Nothing
    Set fso = Nothing