Difficulty adding images to 'frames' directory

[BigSweaterMan]

I am a complete beginner, so please forgive the stupidity.
I'm working on a windows system. WSL is downloaded, but I can't figure out how to put files from a windows directory (a folder on my desktop) to a directory that I can call with this code.
README says to create a directory:
mkdir frames ...
but not how to add files to it.
Again any help is much appreciated.

[kevinjycui]

Try running this command to open the file explorer from WSL:
explorer.exe .

[BigSweaterMan]

Thank you!