File testFile=new File("D:\\test3\\ts435\\te\\util.log");

if(! testFile.getParentFile().exists()) {
    testFile.getParentFile().mkdirs();
}

testFile.createNewFile();

As of java7, you can also use NIO2 API:

void createFile() throws IOException {
    Path fp = Paths.get("dir1/dir2/newfile.txt");
    Files.createDirectories(fp.getParent());
    Files.createFile(fp);
}

You can use Google's guava library to do it in a couple of lines with Files class:

Files.createParentDirs(file);
Files.touch(file);

https://code.google.com/p/guava-libraries/

Starting from Java 7, you can use the java.nio.file.Files & java.nio.file.Paths classes.

Path path = Paths.get("C:\\Images\\Background\\..\\Foreground\\Necklace\\..\\Earrings\\..\\Etc");

try {
    Files.createDirectories(path);
} catch (IOException e) {
    System.err.println("Cannot create directories - " + e);
}

This is a tricky solution (because I used only one path to go to the whole structure).

If you don't like tricky solutions, you can use 4 simple paths instead:

Path p1 = Paths.get("C:\\Images\\Background");
Path p2 = Paths.get("C:\\Images\\Foreground\\Necklace");
Path p3 = Paths.get("C:\\Images\\Foreground\\Earrings");
Path p4 = Paths.get("C:\\Images\\Foreground\\Etc");

and then call the createDirectories method for all of them:

Files.createDirectories(p1);
Files.createDirectories(p2);
Files.createDirectories(p3);
Files.createDirectories(p4);