Problem with step : " configuration site" , help me plz !

I am a beginner and would like to install on my ftp elgg (with filezilla ) , in step " Configure site" ,
He asks me to put an access to the " data directory" and I do not know what it is or how to create folder location or create , what name he should put , help me please sil'vous !
I need help I 'm stuck at this point , thank you in advance!

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