Android - Folder on phone not showing in Windows

This is a famous issue affecting USB file access over MTP.
I can't even remember how many hours I've lost trying to access files created by my first app on a PC (and I'm talking about GBs of important files).
If you start the app and it creates the folder, then you have to reboot the device in order to let your PC be able to correctly display the folder.
This happens only if you use USB and MTP.
You could solve the issue using MediaScannerConnection in your code or cleaning Media Storage's cache but I suggest you to do the simplest thing: use AirDroid ;)