Creating a directory for a vocabulary term?
I would bet that you have the module Pathauto enabled. It allows you to create path aliases for mach of your site stuff like nodes and taxonomies. Go to Configuration > Search and metadata > URL aliases > Patterns. That's where you enter the alias patterns for content, taxonomies, etc.   Set the default alias to [term:vocabulary]/[term:name]

It should be mentioned for any case that the default Drupal path for taxonomy terms is taxonomy/term/[term:id]