I’ve downloaded this file which allows you to import and export .SMD files in Blender. It tells me to place the script in the .blender/scripts folder, but there is no such folder!
It depends on what your operating system is.
in windows, the .blender folder is a (sometimes hidden) folder wherever you installed blender to, called “.blender”
In that folder is a folder called scripts.
example:
C:\Program Files\Blender\Blender248.blender\scripts
If you open the blender uses preferences pane and go to file paths, theres also an option for script file paths there. You can probably point that at any folder you want, then click the little ‘re-evaluate’ button beside it.