Depending on whether your MSFS was downloaded from Marketplace or Steam:
In SimBrief Downloader PMDG Flightplan section, you need a Download Directory where SimBrief places the rte files created when you generate an OFP. Use the blue icon to navigate to the FS path from where the flight plans will be loaded.
For Sim from Marketplace , this would be something like:
In PMDG Wind Uplink section, you need a Download Directory where SimBrief places the weather files. This would be something like:
For Sim from Steam these would be
%appData%\Microsoft Flight Simulator\Packages\pmdg-aircraft-737\work\Flightplans
%appData%\Microsoft Flight Simulator\Packages\pmdg-aircraft-737\work\WX