How to write a program to create a folder with no name

Answer 1

I didn't even know that was possible, on Windows

Answer 2

It isn't possible to actually have a folder with no name, since the name specify the address of that directory but you can somehow name it with empty ascii characters, so that your folder seems to has no name.
there are many blank characters but you may use:
alt+255
(rename folder, while alt key is pressed, type 255, press enter.)

p.s. you can copy this character to use in your code, etc.