Where can I find data folder in javascript lightbox jquery?

Q: Dear Support,

I've read the instruction of how to paste the Visual LightBox to my page but where can I find data folder?

A: If you use 'Insert to page' option, the index_files folder is saved into
the folder with your own page (where you have already added Visual LightBox).

If you use 'Publish to folder' option the folder is saved into this folder
with the index.html page.