How to change image upload (folder)

Hello,

When I was in word press admin, I wanted to upload a file, however it defaults to wp-content/uploads

I went into ftp, and uploads folder was NOT there, I had to create it. Do I need to chrome this folder? and if so? to what? Also, How do I get all uploaded files to gop to that upload folder? What files do I edit?

Thanks so much!