Problem I when when i first open PPSSPP for the first time.

[ribbitxribbit]

Hey, I’m new to emulating. I followed a video guide on how to to setup ppsspp which included me downloading Winrar. Once I opened ppsspp it gave me a screen that says I need to “Place it in the directory “assets” under your PPSSPP directory.” I’m unsure how to do this and could really use some tips especially since I’m so new to this. I’ve included a picture. Thank you.