The little folder is a screenshot from DAZ Studio. You have to manually locate that folder in DAZ Studio.

Even though these articles are a bit outdated by now they give an introduction to install and use DSON:

http://docs.daz3d.com/doku.php/public/software/dson_importer/poser/userguide/dson_installation_requirements/tutorials/dson_installation/start

http://docs.daz3d.com/doku.php/public/software/dson_importer/poser/userguide/dson_importer_usage/tutorials/using_dson_importer/start