Create tempdir if not using the default

[dmikusa]

Summary

When using Github Actions's tempdir, it needs to be created.

Checklist

• I have viewed, signed, and submitted the Contributor License Agreement.
• I have linked issue(s) that this PR should close using keywords or the Github UI (See docs)
• I have added an integration test, if necessary.
• I have reviewed the styleguide for guidance on my code quality.
• I'm happy with the commit history on this PR (I have rebased/squashed as needed).