Added directory check before saving in C++ API
Fixes #75177
Couldn't find any utility method to get directory name in pytorch repo, hence creating a function for that.
Let me know if a new function is not needed.
I also referred [this](https://github.com/pytorch/pytorch/blob/master/c10/test/util/tempfile_test.cpp#L15) for directory check.
Also I am using TORCH_CHECK to show the error. This is highly verbose with the entire stack visible. Is there any alternative for the same so that it is easier to read? This could happen a frequently, so small and concise error would be more helpful here.
Pull Request resolved: https://github.com/pytorch/pytorch/pull/75681
Approved by: https://github.com/albanD
