Where should I copy multimedia files on SD card?
Principially everywhere (except for LOST.DIR, Android and directories starting with a dot like .backup). Apart from that, you might wish to apply some "logic". Defaults are often:


Music: for your music files (have sub-directories below that if you like)
Video: for your video files
Pictures: for photos etc.
Books: for eBooks


Note that your Android device's camera stores its photos/videos below DCIM. The media-scanner will find your media files everywhere, unless you hide a directory and its contents by placing a .nomedia file into it. Several media players (and I assume VLC belongs into this category) also allow you browsing directories manually, independent from the device's media library.