You can use the result of the path to command to tell the Finder where to
make the new folder.
As for creating multiple levels of folders, you have to make them one at a
time. You can use the ‘exists’ command to test for the existence.
OS version: OS X
set appSupportPath to path to application support from user domain
tell application "Finder"
if exists folder ((appSupportPath as string) & "MyFolder") then
-- folder exists, so copy files, or whatever
else
make new folder at appSupportPath with properties {name: "MyFolder"}
end if
end tell