Could not create directory.

Hi,

I am getting following message while trying to install new plugin
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Installing Plugin: Advanced Responsive Video Embedder 5.1.1
Downloading install package from https://downloads.www.ads-software.com/plugin/advanced-responsive-video-embedder.zip…
Unpacking the package…
Could not create directory.
Return to Plugin Installer
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I understand there is some permission issue. Can someone guide me which directory I need to work on and what permission do I need to give?

Regards,
Vikas