Hey Benady,
Checkout this question on the FAQs page I believe it may help or provide some clues about this issue:
-> Browse to: http://lifeinthegrid.com/duplicator-faq
-> Find section: “Permission Issues”
The plugin should have already created those directories when it was installed. This actually may be a group owner issue (chown) I would connect with your hosts admin so they can setup WP. You could also try and create the directories manually, but I think you may run into permissions at build time, although it hard to tell with permissions because there are several ways in which hosts have them configured…
Hope that helps!