O365 - Nintex Workflow + SharePoint Create Folder + Call HTTP web service + REST API

Working with folders by using REST
You can retrieve a folder inside a document library when you know its URL

The following example shows how to create a folder.

url: http://site url/_api/web/folders
method: POST
body: { '__metadata': { 'type': 'SP.Folder' }, 'ServerRelativeUrl': '/document library relative url/folder name'}
Headers:
    Authorization: "Bearer " + accessToken
    X-RequestDigest: form digest value
    accept: "application/json;odata=verbose"
    content-type: "application/json;odata=verbose"
    content-length:length of post body

For Nintex - Call HTTP web service + REST API

Address: site_URL_api/web/getfolderserverrelativeurl('Share%Document')/folders/add(NewFolder')

Request Type : HTTP Post

Request Headers: "accept: "application/json;odata=verbose"
    content-type: "application/json;odata=verbose""

Detail Infomation Link