the wget line, you can execute from pretty much anywhere.
Just make yourself an empty "work area", enter it, and give that wget command. It should then download the archive to right there where you're sitting.
As to that "cd.." line at the end, I don't really know why it's there, IF that's exactly where it is in the instructions. a "cd.." means "back up one level", or in other words, exit the folder you entered a moment ago.