I'm able to do that with powershell, but I'd like to use a simple task instead. Is it possible? I couldn't find any information about it.
Sorry, there is no build-in task/extension in TFS/VSTS Marketplace for now.
You have to either customize yourself, or simply add a single-line script such as with using mkdir`
if not exist "$(TF_BUILD_BINARIESDIRECTORY)\(foldername)" mkdir "$(TF_BUILD_BINARIESDIRECTORY)\(foldername)"