If you want to follow the exact way as shown in the 'getting started guide', then you would create folders in:
(On a Windows PC): C:\Inetpub\wwwroot\ecart_4\dynamic\store_php2\
(or on a Mac): Hard Drive:your_username:Sites:ecart_4:dynamic:store_php2:
They don't have to be named that way, but it may help to have the same setup as the tutorials.
You would copy the contents - folders and files - of your 'store_dynamic_sp_php' downloaded folder into the above folder.
If you are not sure whether or not you have all of the files, then it may be best to download afresh from your downloads page.
//edit: put in correct starting point folder name - neilo