perf data: Adding error message if perf_data__create_dir() fails

Add proper return codes for all cases of data directory creation failure
and add error message output based on these codes.

Signed-off-by: Alexey Bayduraev <alexey.v.bayduraev@linux.intel.com>
Acked-by: Jiri Olsa <jolsa@kernel.org>
Cc: Adrian Hunter <adrian.hunter@intel.com>
Cc: Alexander Antonov <alexander.antonov@linux.intel.com>
Cc: Alexander Shishkin <alexander.shishkin@linux.intel.com>
Cc: Alexei Budankov <abudankov@huawei.com>
Cc: Ingo Molnar <mingo@redhat.com>
Cc: Namhyung Kim <namhyung@kernel.org>
Cc: Peter Zijlstra <peterz@infradead.org>
Link: https://lore.kernel.org/r/20220222091417.11020-1-alexey.v.bayduraev@linux.intel.com


Signed-off-by: Arnaldo Carvalho de Melo <acme@redhat.com>