Members Directory requires /members/ subdirectory?

I've just installed Members Directory, and have two questions. First, I don't see links to related posts for users, even though I do have Post Indexer (and Comment Indexer) installed. I'm assuming it will populate the next time Post Indexer runs via cron. But a more basic question is that each member links to a user page in our multisite/members/ subdirectory...and that /members/ subdirectory doesn't exist. When/how would it have been created?

Thanks,

Jim P.