So I followed instruction to set up tiddlywiki from nesslabs here - How to build a digital garden with TiddlyWiki - Ness Labs
But I am getting the following error -
Wiki folder ‘myfirstwiki’ does not exist or is missing a tiddlywiki.info file (screenshot attached) 
Could you please let me know what needs to be done?
Hello. First off discussions have moved to talk.tiddlywiki.org. You will have much quicker answers to your questions there.
I will assume you are new to tiddlywiki. There are two forms a tiddlwiki can take - 1. a single html file and 2. a nodejs server.
The link you give describes the first form and I don’t see any reference to the command you are asking about. There is a link to setting up a nodejs server on that page so maybe you followed it?
Unless you are familiar with setting up servers I would suggest using the first method and stick to the instructions on the page you referenced - don’t follow the link about exporting the wiki.
For clarification here are the instructions for setting up the nodejs version which are necessary before you use the above command - https://tiddlywiki.com/#GettingStarted%20-%20Node.js
Have fun!