In Win32 API, there is CopyFile that literally copies a file. However, this API doesn\'t create folders. For example, I\'d like to copy C:\\Data\\output.txt to          
        
You can achieve desired result using SHCreateDirectoryEx. Here is an example:
inline void EnsureDirExists(const std::wstring& fullDirPath)
{
    HWND hwnd = NULL;
    const SECURITY_ATTRIBUTES *psa = NULL;
    int retval = SHCreateDirectoryEx(hwnd, fullDirPath.c_str(), psa);
    if (retval == ERROR_SUCCESS || retval == ERROR_FILE_EXISTS || retval == ERROR_ALREADY_EXISTS)
    return; //success
    throw boost::str(boost::wformat(L"Error accessing directory path: %1%; win32 error code: %2%") 
       % fullDirPath
       % boost::lexical_cast<std::wstring>(retval));
    //TODO *djg* must do error handling here, this can fail for permissions and that sort of thing
}
SHFileOperation should do the trick. From MSDN:
Copy and Move operations can specify destination directories that do not exist. In those cases, the system attempts to create them and normally displays a dialog box to ask the user if they want to create the new directory. To suppress this dialog box and have the directories created silently, set the
FOF_NOCONFIRMMKDIRflag infFlags.