link to documentation of relevant rust functions

[szabgab]

Reading about create_dir

Now I'd like to read about create_dir and create_dir_all and understand the differences. IMHO It would be nice if there were links to these pages.

It might be also nice to include a short explanation what is the difference between the two so readers won't need to read all the docs, but regardless the links would be useful.

[flip1995]

We are happy to accept a PR that adds this addition links and information!