In some cases we have to create new directories without actually installing any file into them. Here is how:
<Directory Id="TARGETDIR" Name="SourceDir">
<Directory Id="ProgramFilesFolder" Name="PFiles">
<Directory Id="test" Name="test">
<Component Id="test" Guid="YOURGUID-4884-4A01-AA04-84B92D222428"
SharedDllRefCount="no" KeyPath="no" NeverOverwrite="no" Permanent="no" Transitive="no"
Win64="no" Location="either">
<CreateFolder/>
</Component>
</Directory>
</Directory>
</Directory>
<Feature Id="test" Title="testfolder" Level="1">
<ComponentRef Id="test"/>
</Feature>