Comicpress Folder Creation

I apologize for my complete lack of knowledge. I am following a guide to setting up a webcomic.

I’ve uploaded Comicpress with my gFTP 2.0.18 successfully, the theme is almost activated save for one requirement. I need create a destination folder and I don’t know how.

Is this where MySQL comes in? Am I missing something on the admin page or do I need to write a root with PHP? This is all veeery new to me.

Please help.