I wouldn’t be surprised if you had to create those folders manually. I’ve not messed with Jython since it as built into an add-on so I can’t say for sure. I do know that manually adding those folders manually will work.
Note that the add on only gives you Jython. You will almost certainly need the Helper Libraries which is not a separate add-on and has to be installed manually. See Ivan’s Helper Libraries - OH3, Python, JavaScript