failed to create directory in postgresql

Hi All,
I'm trying to create the directory but unable to do it. I don't find this
command anywhere in postgresql. But the EDB suggests using this command to
create a directory.

postgres=# create directory utildir as '/tmp/utildir';
ERROR: syntax error at or near "directory"
LINE 1: create directory utildir as '/tmp/utildir';
^
Regards,
Nikhil