Data Cache Folder Location:

I am trying to set of Flickr Photostream, but the last item wants the “Data Cache Folder Location: .” I am really new at this. It says I need to specify a known folder location on my local server. I have found the file on my server, but I do not find a cache.

Do I need to make a new file within the plugin file?

Please help. I bet this is simple, but I am stumped.

Thanks,
Kathie