In your 'cgi-bin', create a directory called "yabb2" (or whatever name you wish to use). If you do not
have a cgi-bin, then first create a directory called 'cgi-bin' and then inside that create the 'yabb2'
directory. The example structure is provided in the YaBB package you've downloaded.
You should have a folder structure similar to the following:
cgi-bin/yabb2/
cgi-bin/yabb2/Admin
cgi-bin/yabb2/Boards
cgi-bin/yabb2/Help/English/Admin
cgi-bin/yabb2/Help/English/Gmod
cgi-bin/yabb2/Help/English/Moderator
cgi-bin/yabb2/Help/English/User
cgi-bin/yabb2/Languages/English
cgi-bin/yabb2/Members
cgi-bin/yabb2/Messages
cgi-bin/yabb2/Modules/Digest/Perl
cgi-bin/yabb2/Modules/Upload/Cgi
cgi-bin/yabb2/Sources
cgi-bin/yabb2/Templates
cgi-bin/yabb2/Variables
Then, in a section of your webspace (outside the cgi-bin, generally in a 'public_html' or 'htdocs'
folder, as suggested in the package's folders), create another directory called 'yabbfiles'.
You should have a folder structure similar to the following:
yabbfiles/
yabbfiles/attachments
yabbfiles/avatars
yabbfiles/Buttons/English
yabbfiles/ConverterHTML/images
yabbfiles/Smilies
yabbfiles/Templates/Admin/default
yabbfiles/Templates/Forum/default