If you have the Dark Material, go to the Isle of Angels and react to the altar for Deino. That's all.
But if you don't have the Dark Material, you can get it by showing a lady in the GDC Department store (~7 -8 stamps) a Gible (which you can catch at Zone Zero).
If you're trying to get to the actual Data folder:
Right click the game and click on Show Package Contents
Then, in order, click on Contents -> Resources
Then you'll see the Data folder.
Hope this helps
I don't recall if you can reach the den in the first screenshot without surf. But for the one in the second screenshot, you could probably use a rift fragment on the well.