The DEFINE DIRECTORY command creates a CDO repository directory.

    DEFINE DIRECTORY evaluates the directory name you supply to
    determine if it is a logical name. If the directory name is a
    logical name, CDO translates it. If the translation is not a
    valid name for a directory, CDO does not create the directory.

    CDO automatically creates any directories in the path name of the
    directory-name parameter that do not already exist.