I think your problem is mainly finding the hidden "Library" folder. It's easy if you know the trick:
- open the FINDER
- go to "Go" in the menu bar
- press and hold the "option" key to display the "Library" entry
- click on this folder (the "option" key must be pressed)
- the rest should be easy
To make things easier for me, I then placed the folder "Aerofly FS 4" in the sidebar.