Hai......!
Friends...!
In windows operating system we can't create a folder named as con.
It is IMPOSSIBLE or POSSIBLE

It is POSSIBLE
There we have a simple way's to create a folder
named as con
1.Create a new folder
2.Then type con
3.After press alt key+0160
4.Then tap Enter
It is simple way

And another way is simply follow the below steps
1.Open run command box by pressing winkey+R.
2.In the command box type cmd then tap ENTER.
3.It will opens the command promt as shown like a below figure.
4.After that select which local disk you want to create folder by typing like

D: or E: or F: or etc.

Just i want to save in local disk D
so i type D:
5.Then type mkdir \\.\d:\con the tap enter
   it creates a folder with the name con.