You can change what your working directory is using the cd command.
After the name of the command, you write the name of the directory you want to change in to.
$ pwd
/Users/emccue
$ cd Downloads
$ pwd
/Users/emccue/DownloadsIf you want to go to a "parent" directory, you can write ... This means "one directory up".
$ pwd
/Users/emccue
$ cd ..
$ pwd
/UsersIf you want to go to your "home" directory, you do not pass any arguments or write ~.
$ pwd
/home/user/Documents
$ cd
$ pwd
/home