Most functions are allowed, but some are blocked for security reasons.
If you would like to know which functions are disabled, instead of using phpinfo(), you could instead do echo ini_get('disable_functions'). That won’t show all PHP information, but it will tell you the specific information you are looking for.
Please note some functions are listed as disabled but are still available to be used. Some functions are restricted, but not entirely blocked, which is done by disabling the core function and implementing a custom stub instead.
mkdir() is a supported function that should just work as you would expect. However, there are still reasons why it might not work, like if the directory already exists, the location is invalid, the parent directory does not exist or is not writable, etc.
If you can tell us more about the exact issue you’re having with creating directories, we can try to help you fix it.