[3.9] bpo-30677: [doc] mention that os.mkdir() can raise FileNotFoundError (GH-31548) (GH-31878)

(cherry picked from commit 879fbd9)


Co-authored-by: slateny <[email protected]>

Automerge-Triggered-By: GH:iritkatriel

Author: miss-islington

Doc/library/os.rst

@@ -1909,7 +1909,8 @@ 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: