You didn't say a word about your install method (or how you are currently booting your installation) so, here are two possible reasons why there is no "extra" folder:
1. Chameleon is installed to the hidden EFI partition, which is unfortunately not supported by Chameleon Wizard. You can mount the partition manually and copy files generated by Chameleon Wizard to it, but Chameleon Wizard still won't let you install Chameleon there, or upgrade Chameleon if it's installed there, even after manually mounting the partition. At least that's what I found last time I ran it.
2. Most likely Chameleon was not installed at all to begin with. Manually create the folder "Extra" at the root of the drive where you want to install Chameleon. This is folder is required for Chameleon to work properly, this is where you keep the theme you want to use, as well as configuration files, DSDT etc etc.
Regarding your first screenshot; the Chameleon boot loader itself is comprised of three files. The option you selected installs "boot" to the root of the selected partition. However, you need to select boot0md as well. Also tick "update more boot loader files" - I don't know why they even make that optional, it's a recipe for disaster - you should always update all 3 files (boot, boot1h and boot0md) when installing Chameleon. Mixing and matching core files from different versions of Chameleon is a bad idea and will cause trouble. Of course, if Chameleon is not installed at all, it will not work if you only select to copy "boot" to your harddrive!
Regarding your third screenshot; you have not updated anything - you're about to install Chameleon 2.1 r2109 from 2012. Presently Chameleon is at 2.2 r2264.
Installing to the documents folder does not work!
Also, please don't use external file hosting services, once your screenshots disappear from there your post will no longer make any sense. Always attach files locally. use the Full Editor to attach screenshots and other files.