bpo-30677: [doc] mention that os.mkdir() can raise FileNotFoundError (pythonGH-31548)

Author: slateny

Doc/library/os.rst

@@ -2050,7 +2050,8 @@ features:
 
    Create a directory named *path* with numeric mode *mode*.
 
-   If the directory already exists, :exc:`FileExistsError` is raised.
+   If the directory already exists, :exc:`FileExistsError` is raised. If a parent
+   directory in the path does not exist, :exc:`FileNotFoundError` is raised.
 
    .. _mkdir_modebits: