Well I don't usually do it by your method. I usually create the folders myself. It goes; Private/Wii/App/RSBE/pf/. That location is where you put the onther folders in accordance to what you are modding. Example; If a mod is about hacking a character like fox, falco, mario, captian falcon, ect. You would just put the files(.pac or .pcs) in a Folder called "Fighter".
Now for the sake of rambling, I would look in the
Tutorials or
Help sections for more help on where the files go. As for the problem of creating the folders, well that I just explained.
I know I was a little late response wise but I hope I was of use to you