“Root” just means “raíz” (Racine), it’s not an actual folder, it just means “The base of the drive”, so if you have a disk drive called C, the root is “C:”.
So what he meant, is that instead of:
C:\SomeFolder\User\DesktopMaybe\SomeOtherFolder\Download\DedicatedServerLauncher\Conan"
you just put in
C:\ConanLauncher
or something like that, short and nice, no long path, no spaces, ñö accentuatèd charactærs…