where can i make this directory path like "SFactors" , "E:\SFactors" ?
If your requirement is to create a directory under Tx AL11 then you may follow this article which provides an example how to create a directory in Tx AL11.
http://scn.sap.com/docs/DOC-41952
On the other hand I do see that from the screen shot attached that you have already set it up.
In that case I don't know what your requirement is.
With this customer request "Success Factors CSV file to extract the required directory on the SAP server. Success Factors taken after the files from this directory will be thrown into the sftp's.".
If the requirement is to extract data from SAP system to the OS level in CSV format then you can do that and once extracted you can copy the files to the required destination.
If this is not the requirement then your question lacks clarity.
Regards
RB