I think part of the problem is that the snips folks are trying not to repeat too many of the standard rpi setup instructions, but they do repeat a few – without all the appropriate context. In the case of creating wpa_supplicant.conf, you need to create that file on the FAT* file system of your SD card from the computer you used to create the SD card. I’m not familiar with the makers kit, so if it came with a pre-loaded SD card, you’ll need to stick that in another computer, mount the FAT file system (that’ll happen by default on Windows and macOS, might happen by default on Linux). Then place wpa_supplication.conf there. You can create it from the booted rpi system, but then you need to do so as root (i.e. something like “sudo nano /etc/wpa_supplicant.conf”).
* The standard setup for raspbian places three partitions on the SD card, one contains a FAT file system, and is used to get the boot process started. The others contain the file system for Linux and swap space. That why if you look at a directory listing on the rpi and on a Windows or maOS box, you’ll see completely different sets of files.