You will paste this entire command into the Anaconda prompt, but you need to edit a few of the entries to match up with your exact folder structure.  Take a look at the next line down which is what you would use if you followed the instructions exactly:

python main.py --base configs/stable-diffusion/v1-finetune_unfrozen.yaml -t --actual_resume model.ckpt --reg_data_root outputs\txt2img-samples\samples\woman_ddim -n rhaenyra --gpus 0, --data_root training_samples\rhaenyra --batch_size 2020 --class_word woman

For myself, I didn't use a folder called "rhaenyra", I used "LF" for my training samples data folder and also LF as my target name.  I did use the exact same path from the instructions to download the regularization images in \woman_ddim.  So, my entry looked like this:

python main.py --base configs/stable-diffusion/v1-finetune_unfrozen.yaml -t --actual_resume model.ckpt --reg_data_root outputs\txt2img-samples\samples\woman_ddim -n LF --gpus 0, --data_root training_samples\LF --batch_size 2020 --class_word woman