Yes, I see thanks... but still not understanding xD

I'm really tryng to understand WHY everyone has folder that i don't have, and how to take it. every guide just tell to paste the server key... but where?? i feel so dumb and i had follow EVERY guide, written and also video. NO ONE works with me. just going to crazy really. can anyone help me? i can play with my friends online with other server, but i just would like to have MY server without people that come and kick us because we don't give money in bank or stuff like that... really.
(folder of the game, not server)