If the appropriate part of the remote system's filesystem is being made available to remote clients (via SMB, NFS, AFP etc.), with permission for the user running the Java code to write to it, then you can just use normal Java File operations like File.mkdir(). Of course, you need to use the right file path syntax; that's nothing to do with Java, but is a function of the operating system and the type of remote filesystem (SMB, NFS etc.)
If the part of the remote system's filesystem is not made available, then you cannot directly write to it with Java or with anything else ... thank goodness! In that situation, you would need to get the user of the remote system to agree to install a program of yours that would communicate with your server via the means of your choosing (sockets, RMI, CORBA,
SOAP etc.). That program could do things like creating directories, in response to commands over the network from your server.