DOC: create folders in to_csv #24306 (#42250)

Author: feefladder

pandas/core/generic.py

@@ -3454,6 +3454,18 @@ def to_csv(
         ...                         archive_name='out.csv')  # doctest: +SKIP
         >>> df.to_csv('out.zip', index=False,
         ...           compression=compression_opts)  # doctest: +SKIP
+
+        To write a csv file to a new folder or nested folder you will first
+        need to create it using either Pathlib or os:
+
+        >>> from pathlib import Path
+        >>> filepath = Path('folder/subfolder/out.csv')
+        >>> filepath.parent.mkdir(parents=True, exist_ok=True)
+        >>> df.to_csv(filepath)
+
+        >>> import os
+        >>> os.makedirs('folder/subfolder', exist_ok=True)
+        >>> df.to_csv('folder/subfolder/out.csv')
         """
         df = self if isinstance(self, ABCDataFrame) else self.to_frame()