1.Open command prompt using windows+R and then type CMD.
2.After opening the command window, enter the drive name where you need to create an undeletable folder. Ex: If you want to create in D drive then type D: press enter.
3. In CMD,type as, md con\ or md aux\ , and then press enter.
4.Now you can find the folder in chosen drive and that folder cannot be deleted or renamed.
5.To delete that folder go to same drive where you created the folder and type rd con\ or rd aux\ , now can see that folder was removed.
Note: You can’t choose the C: drive which was commonly used as programming drive.