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What file is that?
If its an indicator file, paste it in your MT4/5 >> File >> Open Data Folder >> MQL4/5 >> Indicators.
If its an expert advisor, paste it in your MT4/5 >> File >> Open Data Folder >> MQL4/5 >> Experts.

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Which folder should the files be copied to?
pivot_fur_d1_und_w1.ex5