std::string path = ...;
if (access(path.c_str(), F_OK) == -1) {
    if (mkpath(path.c_str()) == -1) {
        Log::Message(WARN, "Unable to make path: %s (%s)n", path.c_str(), strerror(errno));
    }
}

Unable to make path: C:/Users/mattimmer/AppData/Roaming/MyApp/Assets (Permission denied)