You need to download some files to follow this lesson:
Download data-shell.zip and move the file to your dataschool directory.
Unzip/extract the file (ask your instructor if you need help with this step). You should end up with a new folder called data-shell within your dataschool directory.
Open a terminal and type cd, then press the Enter key. That last step will make sure you start with your home folder as your working directory.