mkdir "c:\ALL_CMDS.{ED7BA470-8E54-465E-825C-99712043E01C}"
 this works in Windows 7, 8 and 10

open windows explorer,
drill down until you find a drive, C: drive.
then click on it until you see files
Once you've placed your mouse in the C drive create a new folder, name it: ALL_CMDS.{ED7BA470-8E54-465E-825C-99712043E01C}

You can also open a dos shell, command.exe, and type the following:

mkdir "c:\ALL_CMDS.{ED7BA470-8E54-465E-825C-99712043E01C}"

I often add this directory to subdirectories as well.

In Win10 I've found you can not see all the settings with the default tools.  

One example is screen saver settings.  If you click on the background you only get the option to enable it in some environments.
By clicking into the "ALL_CMDS" directory and searching in the upper right corner for "screen" you'll see the detailed settings found in Win7.