Why con folder not created in Windows?

In MS-DOS, several special "device files" were available to aid in performing certain tasks, such as clearing the screen or deleting extraneous output from a program. In order to maintain backwards-compatibility, all versions of Windows up to and including Windows Vista will refuse to allow you to create a file with these "reserved" device file names. The following file names are reserved:
CON
PRN
AUX
NUL
COM1
COM2
COM3
COM4
COM5
COM6
COM7
COM8
COM9
LPT1
LPT2
LPT3
LPT4
LPT5
LPT6
LPT7
LPT8
LPT9

CON, incidentally, was a device file used to capture whatever was printed onscreen.

Now you know the answer :)

source: microsoft