Cannot connect to loadMovieDetailsDataset

When I am in my C:\Users\myName\m001> and I hit “dir” I see the zip file but no folder. Since it’s not a folder I cannot connect to the js file.

Whenever I try to hit cd I get the error saying “The directory name is invalid.”

What am I doing wrong? Why was there no folder created? Obviously I can manually create an extra folder for the zip file but I don’t think that’s what meant here.

Any help would be appreciated, thanks.