So... What are you trying to do exactly?
If you're trying to create a new library:
- Go to the Libraries folder
- Right click on any empty space
- Select New -> Library
- Give the Library a name
If you're trying to add locations to a Library
- Right click on the Library (e.g., Documents, Pictures, Videos, etc.)
- Select Properties
- Press the "Include a folder..." button
- Select the folder you want and press the "Include Folder" button in the pop-up window
If you're trying to have your User folder folders point somewhere else. (which is probably what the article is referring to)
- Go to your User folder. This is usually opened up when you launch Explorer. Otherwise put %UserProfile% in the navigation bar and pres Enter.
- Right click on the item you want to have pointed somewhere else (e.g. My Documents, My Pictures, etc.)
- Go to the "Location" tab.
- Click on the "Move..." button
- Select the location you want the folder to point to.
Note that this moves everything in the previous location it was pointing to into the new location.