No private Folder when downloading smashstack

When I download smash stack on my macbook I get a folder called Wii. I know every guide I have watched said you need to drag the private folder to the SD card. Do I need to make the private folder or will the wii folder work fine?

The "Wii" folder should be inside the "private" folder, so create a "private" folder and put the "wii" folder in it.