Function PathExists(pname) As Boolean

' Возвращает ИСТИНА, если путь существует

    Dim x As String

    On Error Resume Next

    x = GetAttr(pname) And 0

    PathExists = (Err = 0)

End Function

Или:

Function PathExists3(path) As Boolean

' Возвращает ИСТИНА, если путь существует

    Dim FSO As Object, FolderObj As Object

    Set FSO = CreateObject("Scripting.FileSystemObject")

    On Error Resume Next

    Set FolderObj = FSO.getfolder(path)

    PathExists3 = (Err = 0)

End Function

'Но я делаю по другому, без проверок:

Private Declare Function MakeSureDirectoryPathExists Lib "imagehlp.dll" (ByVal lpPath As String) As Long

Public Sub www()

     Dim s$, a, st$

    On Error GoTo www_Error

     st = "k:"

     s = ThisWorkbook.path: s = st & Mid(s, 3) & "\"

     MakeSureDirectoryPathExists s

     ThisWorkbook.SaveCopyAs (s & ThisWorkbook.Name)

    Exit Sub

www_Error:

     MsgBox "Error " & Err.Number & " (" & Err.Description & ") in procedure www"

End Sub

'В случае, если папки нет - она будет создана.