For example if I want to write file.txt into /folder1/folder2/folder3/ and noone of folders exists.
Is it the only way to create them manually?
Try that it should do the job:
    NSString * yourPath = @"/folder1/folder2/folder3";
    NSError * error = nil;
    BOOL success = [[NSFileManager defaultManager] createDirectoryAtPath: yourPath 
                                             withIntermediateDirectories:YES 
                                                              attributes:nil 
                                                                   error:&error];
    if (!success)
      NSLog(@"Error");
    else
      NSLog(@"Success");
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