What is up with my Hassio file directory?

I’m curious how you can link to that thread, quote that exact line and not continue reading that same post. He actually tells you the full steps.

Full steps:

  1. in homeassistant custom_components folder create a folder named climate
  2. then homeassistant custom_components/climate folder:
    wget https://raw.githubusercontent.com/home-assistant/home-assistant/master/homeassistant/components/climate/tuya.py
  3. edit the custom_component as described above

So based on this detailed guide, you create a custom_components folder, then inside that you create a climate folder, then you need to copy the tuya.py file from that link into that folder (wget is a command line option to grab that file, but you can manually browse to it, copy the contents and create the file manually.