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mkdir can only work if there is a real filesystem at the location.
There are no real directories in the psuedo-filesystem.
The pseudo-filesystem does support nodes that look like directories and have some of the properties of directories (like the node /mnt mentioned above).
But this is really an illusion.
I suppose that one could add the capability to create new, empty nodes in the pseudo-filesystem using 'mkdir' –
but I am not sure that this would really serve any purpose other than completing the illusion.

\[On the other hand, all directories are really an _illusion_ in a way and I suppose that in that sense these nodes the pseudo-filesystem are just as _real_ as any other directory.]

After you mount the SD card at /mnt/sda, then you can do:

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