根据您的说明，您需要在给定的目标路径中从选中的节点创建树目录结构。
编辑建构函式，如下所示...

public Form1()
{
    InitializeComponent();
    this.FormBorderStyle = FormBorderStyle.None;
    Region = System.Drawing.Region.FromHrgn(CreateRoundRectRgn(0, 0, Width, Height, 20, 20));
    foreach (TreeNode tn in pathLorem.Nodes)
    {
        tn.Expand();
    }
    loremDropDown.DisplayMember = "Name";
    loremDropDown.ValueMember = "FullName";
    loremDropDown.DataSource = new DirectoryInfo("F:\\").GetDirectories();
}

创建一个递归方法以获取选中的节点。

private IEnumerable<TreeNode> GetCheckedNodes(TreeNodeCollection nodeCol)
{
    foreach (TreeNode node in nodeCol)
    {
        if (node.Checked ||
            node.Nodes.Cast<TreeNode>().Any(n => n.Checked))
        {
            yield return node;
        }

        foreach (TreeNode childNode in GetCheckedNodes(node.Nodes))
        {
            if (childNode.Checked)
                yield return childNode;
        }
    }
}

要创建目录，请使用Path.Combine目标路径和TreeNode.FullPath，并将TreeView.PathSeparator替换为Path.DirectorySeparatorChar。

private void SomeButton_Click(object sender, EventArgs e)
{
    var destPath = loremDropDown.SelectedValue.ToString();
    var treeSep = pathLorem.PathSeparator;
    var dirSep = Path.DirectorySeparatorChar.ToString();

    foreach (var node in GetCheckedNodes(pathLorem.Nodes))
    {
        var sPath = Path.Combine(destPath, node.FullPath.Replace(treeSep, dirSep));
        Directory.CreateDirectory(sPath);
    }
}