You cannot chmod something that does not exist. If you ran "chmod 755 /var/spool/mqueue" when /var/spool/mqueue was not there, you should have received an error message from the chmod command.
So you should *first* create the missing directory, *then* assign it the correct owner, group and permissions:
- the chown command can assign either just the owner (chown <owner> <file_or_directory>), or both owner and group (chown <owner>:<group> <file_or_directory>)
- alternatively, the chgrp command can be used to assign the group
- and the chmod command is used to assign the permissions (historically called "file mode", hence chMOD).
I don't have an Ubuntu system at hand, so I cannot check the actual correct owner/group settings, but typically /var/spool/mqueue should have owner=root, group=mail.
In other words: either
mkdir /var/spool/mqueue chown root /var/spool/mqueue chgrp mail /var/spool/mqueue chmod 755 /var/spool/mqueue
or
mkdir /var/spool/mqueue chown root:mail /var/spool/mqueue chmod 755 /var/spool/mqueue
would be the correct sequence of commands.
NOTE: if you get an error message saying that /var/spool/mqueue has _unsafe_ permissions, it means the directory is accessible to _too many_ users/groups. In that case, you should think about taking away some permissions instead of adding more. Some installations of sendmail can require "chmod 700 /var/spool/mqueue".
Also, in POSIX-compliant filesystems (= most native Unix and Linux filesystems) having write access to a directory usually means that it is possible to delete, rename or move anything in that directory. So if /var/spool (or even /var) is writeable by someone other than root, then /var/spool/mqueue may be "unsafe", no matter what permissions /var/spool/mqueue actually has.