Why can't I find that "files"
directory. Shouldn't it be into the
 openwrt directory? 
 You have to create the directory in the base directory of the repository. 
 See here 
https://gitlab.com/librerouter/librerouteros/-/tree/librerouter-1.3 for an
example.
> 
  
 What is "the base directory of the repository"?
 
 I guess in my case it is ~/git/openwrt, is that correct?
 
 Is that the same thing as "buildroot"?
 
 Ok, so this "files" directory is something that must be manually
 created, right?