Hi:
Here's a video https://youtu.be/5vfd_jt8ttc that illustrates all of the steps in the SAS University Edition instructions to create the Programming 1 data under the EPG1V2 folder. You need to MAKE a folder called EPG1V2 under your main My Folders top node. Or, depending on your unzip program, the folder may be created for you when you unzip the class zip file. Either way, then you need to unzip the zip file contents into that EPG1V2 folder in your shared folder location. Your main My Folders node is pointing to your shared folder location, as defined in the Virtual Machine host software you used (VirtualBox or VMWare Player).
I hope the video helps point you in the right direction.
Cynthia