Automatically create folders in SharePoint and associate them with Dynamics 365 records

Hi guys!

I know that if we have existing folders in sharepoint we can associated them using document locations with the entities.

Following this post can do that  https://community.dynamics.com/crm/b/crmpowerobjects/archive/2013/02/04/bulk-creation-of-sharepoint-folders-and-automated-integration-with-dynamics-crm

However is there a way to also create the folder on SharePoint by adding a document location for that case? Create a document location won't create a folder in SharePoint.

Is there a way to do it?