Is this your personal PC, or a corporate machine where you may have limited rights?
If the latter, you'll need to contact your IT Support organization for assistance. If the former, go to a command prompt and type:
"MD C:\Windows\Temp" (without the quotes).
Make sure you run cmd.exe as Administrator in order to use MD (it would say "Administrator :" in the title)
You can also use MKDIR
If that doesn't help make sure your environment variable PATH includes the location folder of MD.exe or MKDIR.exe
or you can just CD into that folder in cmd.exe.