In theory it is possible, assuming you have write access to the network drive location in question, however you say the message subjects are like
**actie**: HAH datum 22-01-2019 | ordernummer 11676
This string contains three illegal filename characters '*: and |' and so without addressing that, is unsuited to being used as a folder name. Are the asterisks used to signify missing letters you don't wish to disclose in a public forum? What's the significance of the red colour (which cannot be repeated in a folder name)? I take it you are identifying these messages using a rule so that you are not going to process all your received messages? What is the file format of the attachment?