you get a zip file form out download page… but the installer will try to put them in that location (or what you have specified) so a directory will have to exist…
where do you have plugins located on forum – integration – storage locations???
if the simple press instal (from the wp plugin install) was not able to create the sp-resources and lower dirs at install, it informs you of this and asks you to manually create them…
so first, find where you have them set to… and then if needed, just create them…