Urgent Help with simple task?

How would I do this?

"Once you've downloaded and installed the files on your hard drive, copy the contents of the SFML-x.y/lib/xcode directory to the /Library/Frameworks directory. The minimal installation is finished."

I am not even that sure what a directory is. Could someone please give me exact step to step instructions on what to do?
Thanks
A directory is a folder.
I believe what you do is you go to the folder called:

SFML-x.y/lib/xcode

Highlight everything with your mouse. Right click and click copy. Then go to the folder entitled:

/Library/Frameworks

And paste everything in there.
I figured that out but I have no idea where /Library/Frameworks is
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