Issue with instructions on 'Intro to Local Website'

I’m stuck on the "Create Your First HTML/CSS Project.’
I’ve downloaded VS Code, but the instructions on creating folder/files don’t make much sense to me. I’ve tried watching the videos, and reading the instructions and searching the forums but I can’t figure out this:

How exactly, and where exactly, I am to create folders and files in VS Code.

Also. I don’t understand why I was to create a HelloWorld folder, the now create a DevProject folder?
Please help.