How do I create a directory within WP that will host my images for the gallery

I installed a plugin that should allow me to create a photo gallery of my logo images.

I created a shortcode to install the gallery on my portfolio page.

The plugin requires me to create a directory that will host the images. I am not sure how to do this. I checked the directions for the plugin and it does not specify how to do this. Can someone tell me how I go about doing this please.