The name con, lpt1, aux and a dozen other names are
reserved for some windows stuff. So we are not allowed to
make folders with these names.
A folder made with this name
is not deletable, since the system sees it to be in use by a device
connected with the system, like printers or other.
Nevertheless, there are ways to make folders with these names
this is one way to do this in explorer.
Step 1: Create a folder as normal.
step 2: Right click on the folder and click on rename
Step 3: Do this key combination : alt 0160
Step 3: Enter the name con,aux or any of the reserved names
Step 4: Press enter and you're done
Only that a folder created this way can be deleted normally
Learn how to create an undeletable con folder