Hi:
How are you using SAS to practice? The reason I ask is that the Programming 1 course has a section at the top of the list of lessons entitled "Course Overview and Data Setup" and that section has multiple different ways for you to either use the files for class (in the Citrix Virtual Lab) or to run a program that MAKES the data and the folders (if you're using SAS OnDemand for Academics) OR that provides you with alternate instructions (if you're using your own company or school license with a local copy of SAS).
The instructions are not interchangeable -- for example, you can't use the Enterprise Guide instructions on the Virtual Lab and you can't use the SAS OnDemand instructions with your local copy of SAS. However, once you find the right instructions for your method of using SAS, you should be able to follow the instructions so that in the end, you have 5 folders: activities, data, demos, output and practices as used for this class.
Cynthia