Sorry, I should've checked for you, but those CWP directories themselves are immutable already. So start by removing the immutable bit on the directories:
chattr -i /usr/local/cwpsrv/htdocs/admin/admin
chattr -i /usr/local/cwpsrv/htdocs/admin
Then create the robots.txt files:
nano /usr/local/cwpsrv/htdocs/admin/admin/robots.txt
nano /usr/local/cwpsrv/htdocs/admin/robots.txt
Set the immutable bit on the robots.txt files:
chattr +i /usr/local/cwpsrv/htdocs/admin/admin/robots.txt
chattr +i /usr/local/cwpsrv/htdocs/admin/robots.txt
Finally, reset the immutable bit on the CWP directories:
chattr +i /usr/local/cwpsrv/htdocs/admin/admin
chattr +i /usr/local/cwpsrv/htdocs/admin