You would need to create the folder using PHP. e.g
<?php
mkdir("/path/to/my/dir", 0700);
?>
BUT, if you want to make it unique to the user you would need to name the folder as the unique ID as the user.
So assuming you had the new user ID in a Session Variable called userid it would be something like...
<?php
mkdir("/path/to/my/".$_SESSION['userid']."", 0700);
?>
Then you would always refer to the folder using the userid Session Variable when the user had logged in.
Cheers
Ian