Where is the game directory and what is it?

The place where your game is installed.
For example "C:\Program Files\Ace Of Spades"

all it says on mine is ace of spades server, configuration, play, read-me and voxel editor?

Oh I get it, so wherein the game directory is my saved game?

saved game =? Don't know what you mean but there is no saved game =P

Do you mean saved data of the game (I dont think there is any)
or where to start your game?

If you meant 2. go to this page http://ace-spades.com/play/
and choose a server. then the game starts

Saved map?

yeah, map