Doesn't create this directory.
This is now in dhcpcd: krusty:/J/kernel 562 bash$ rpm -qlp /D/6.1/i386/dhcpcd-1.3.17pl5-2.i386.rpm /etc/dhcpc /sbin/dhcpcd /usr/doc/dhcpcd-1.3.17pl5 /usr/doc/dhcpcd-1.3.17pl5/README /usr/doc/dhcpcd-1.3.17pl5/dhcpcd-eth0.exe /usr/man/man8/dhcpcd.8