Thanks Simon. So there is no need to create it manually, right?
I have smagentapi.jar and cryptoj.jar files which exists under .../Lev1/Web/WebServer/CA/sdk/java dir for other servers. so I have to put it on server where this dir structure doesn't exist, then where to put? also will have to then reference those jar files into setenv.sh file for SASServer1_1 (for CLASSPATH env. variable).
Actually I am working on site-minder implementation.