"\\SavedWbPlans"
Notice the backslash at the very beginning. In the context of paths in Windows, this refers to the root of a drive.
So, the directory is very likely created on the root of your drive, depending where the working directory is.
For example, if the working directory is D:\Somewhere\in\the\drive\
, it will be created as D:\SavedWbPlans
.
If you are trying to create a directory in the same directory where the program is located at, use the following code instead:
string directory_of_program = Path.GetDirectoryName(Application.ExecutablePath);
string WbPlanDirPath = Path.Combine(directory_of_program, "SavedWbPlans");
if (!Directory.Exists(WbPlanDirPath))
{
System.IO.Directory.CreateDirectory(WbPlanDirPath);
}