Storyline 2 Example - Generating a PDF Certificate for users who successfully complete a quiz

Hi. I'm trying to get Ryan's basic file working on my server but it's the first time I've tried working with web objects and I'm puzzled by this bit of Ryan's instructions:

To get this example project working on your own machine you will need to delete and then re-add the web object selecting the certificate folder as the source.

I understand that it has to point to the right place but when I try to point it anywhere, Storyline keeps telling me it can't create the web object because there's no index.html in that folder.

Say my output folder (where story.html sits) is 'myoutput' and certificate.html is also in that folder - is that the folder I'm looking for? Do I have to create a blank index.htm in that folder? Or do i need myoutput/certificate and create one in there?