when to change system path

new to programming, I am downloading software to help me create my program. I am told often check that the file is on your system path or add to system path.
I know how to change system path and how to add a new path.
What I don't understand is what goes on system path? how does it work? For example when I download programs why don't they end up in the program's file on my C drive why are they under my user name in a folder called downloads?
The programs I am working with are R and Weka, they are both used for data analysis. I have to download packages for each of these programs, these packages are like libraries so when it says make sure bla bla bla is on the system path does that mean the entire R program or that one piece that was downloaded its all confusing?

This is nothing whatsoever to do with Javascript. :(

Well not exactly because Weka is written with java. additionally when you write a program in any language you need to interact with system path. Java is the most commonly used language so I think the question is applicable

Javascript has nothing to do with Java, so this is definitely the wrong forum. I'll move this thread.

I don't quite follow the question here either. If it specifies that it needs to be in a system path, put it in a system path. This path can also be any path on your machine if you have added it to your environment or user variables (user preferred).
DLL's are commonly required to be located in system paths or directly within the same path as the controlling executable. Java on the other hand tends to care more about jar files, which also need to be available to the executing jar. These can be either in the same directory as the jar, or within the path, or recompiled as a resource for the jar.
Unless the documentation specifies what has to go where, this often requires trial and error. If documentation specifies that I need say mysql.dll within a source path, but fails to mention that I need something like libcurl.dll in a system path, then it will fail to run.
As for where you download, this has nothing to do with java, javascript, or any language. That is a browser setting. I don't recommend moving it to C:\, keep it in the downloads. Assuming your standard user is not an administrator, writing the C:\ may be forbidden. Move it out once complete. I for example download everything to H:\Downloads, and move what is necessary to where it belongs.