Firstly,
Welcome to OsBot
Secondly, Alright so take the download and delete it. Reinstall but this time make sure you save it wherever you want it. Also why is your downloads not letting you move it. and I'm not a tech savvy person but you might not have the OSBot\Scripts due to it not being fully installed on your system. I would say just nix the copy you have and try again.
I'll try and replicate your situation and report back to you in a moment. Hold tight.
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**UPDATE**
Alright I'm back with a plate of pizza rolls, so when you installed the Osbot Jar 2.5.8 did you try and drag onto your desktop or into another folder? because mine was okay to do that. I sent a shortcut to my desktop and moved the whole folder out of downloads to its on folder called "Osbot Files" Just right click and create a folder and try that.
On your second issue, have you logged into the launcher yet and had it install web walking and actually up get to the welcome screen?
Thirdly for your path to find the scripts folder: Go to your C drive, then users, (your user), then OSbot, then you'll see the folder called Scripts.
Hope this helps somewhat. Sorry your having trouble