Really, do you want to retrieve data from another database and show it with CSP ?

Well, it still possible, but needs more details. You can do it by creating some connection via JDBC or ODBC or in any other ways to this particular database, and call queries to get needed data. But it means you should know, how to connect to this database. Can you say, which database you should connect to? And maybe you can describe reasons why you should do so?

And also, I forgot to mention about method CreateDirectoryChain in %File class. And you should use it, if you want just create a folder.

But back to $zf, can you try this command ?

set cmd="mkdir e:\Sample\new" > output.log 2> output.log"
set res=$zf(-1, cmd)

and what will be in res variable, and in output.log file which you can find in database folder for your namespace.