How to create multiple directories with incrementing numbers in a single command?

Assuming bash, you can create text sequences using the abbreviation {i..n}

So, I advise doing for having the directories balanced, per @cas sugestion:

mkdir -p fg{00..14}

It will create fg00 ... f01 with newer bash versions 4.x balancing and ordering better the names, and fg0, fg1...with older bash versions (3.x).

If fg0...fg14 is still a requirement, as per your example, than it is indeed:

mkdir -p fg{0..14}