FileMaker cannot create folders on your hard drive by itself. You'd need to use either a system script or a plug in to create the folders.
You may find it much easier not to work with such a set of folders but to keep all the files in the same folder and use Filemaker to manage access to the correct files for each patient.
File and Folder plugins can be confusing (almost like programming)
These are free, some have poor documentation, poor examples, and no support.
2010 List of File Manipulation Plugins