I dont know which version of Origin you have but in a more recent version, you can find out the Desktop path by using the string register to the Apps root folder, then go back word to find the user's root, then you can use the cd command to switch to the desktop folder, then use mkdir command to create your folder.
I have tested this code with Origin 2018b, but I believe it should work in 2017 as well.
//the following LabTalk code will make a folder called "Test" on the desktop
string str$=%@A; //Apps folder
int nPos=str.Find("AppData");
str$=str.Left(nPos-1)$;
str$=str$+"Desktop";
str$=;//this should dump the desktop path
cd str$;
mkdir "Test";
CP