You just need to know how to create folders within other folders, then add some simple C# looping and formatting logic.
var formatInfo = System.Globalization.CultureInfo.CurrentCulture.DateTimeFormat;
var parentFolderUrl = "/webdav/Test Publication/Building Blocks/Content/50 News";
var yearFolder = (FolderData) client.GetDefaultData(ItemType.Folder, parentFolderUrl);
yearFolder.Title = String.Format("2015 News");
yearFolder = (FolderData) client.Save(yearFolder, new ReadOptions());
for (int month = 1; month <= 12; month++)
{
var monthFolder = (FolderData) client.GetDefaultData(ItemType.Folder, yearFolder.Id);
monthFolder.Title = String.Format("2015-{0:D2} {1} News",
month,
formatInfo.GetMonthName(month));
client.Save(monthFolder, null);
}