well first of all you gotta have an idea on the path.
example: cmd almost always starts at the desktop (C:\Documents and Settings\<username>\Desktop, if you have Windows XP). so if you have the VDK folder on the desktop (i do), you type:
cd vdk
*enter*
easy! let's say you want to get from the desktop to a folder called "Stuff" placed right on drive C (on its root). First, you gotta get to the C drive's root:
cd ..
*enter*
cd ..
*enter*
cd ..
*enter*
(now the prompt should be C:\>)
cd Stuff
(now the prompt should be C:\Stuff> or something like that)