Tests

[3.11] Add `mkdir`s to fix 3.11 docs build #184773

Job	Run time
Check for source changes	12s
Docs / Docs	2m 8s
Docs / Docs (Oldest Sphinx)	2m 38s
Docs / Doctest	40m 30s
Check if the ABI has changed	0s
Address sanitizer	0s
macOS	0s
Check if generated files are up to date	0s
Windows	0s
Ubuntu	0s
Ubuntu SSL tests with OpenSSL	0s
All required checks pass	2s
	45m 30s

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