A little help for a rookie?

[fuzziedise]

These are the copy instructions.

Create the following temporary directories:
TempDir : C:\TEMP\CD

I guess I don't exactly understand the "TempDir" part of this statement. The C:\TEMP\CD is pretty straight forward. The files are to be extracted and copied into the "TempDir" directory though. What do I need to do to create "TempDir"?
I know I'm going to get a Doh!! out of this.

Thanks