Where is the "words" subdirectory?

When I try to config Comment Spam Pack, I get a message that says "The anti-spam word list does not exist. Make sure the "words" sub-directory is writable, then re-activate the plugin."

Where exactly is the "words" sub-directory? I searched around using FileZilla and can't find it.

Also, why does this plugin have 3 different names? Comment Spam Pack, Peter's Custom Anti-Spam and Custom Anti-Spam. It makes it confusing to know what exactly I am working with here. The name should be consistent throughout.