I’ll assume you are on Linux or Mac OSX. For Windows, replace ~/.vim/ with $HOME\vimfiles\ and forward slashes with backward slashes.
Vim plugins can be single scripts or collections of specialized scripts that you are supposed to put in “standard” locations under your ~/.vim/ directory. Syntax scripts go into ~/.vim/syntax/, plugin scripts go into ~/.vim/plugin, documentation goes into ~/.vim/doc/ and so on. That design can lead to a messy config where it quickly becomes hard to manage your plugins.
This is not the place to explain the technicalities behind Pathogen but the basic concept is quite straightforward: each plugin lives in its own directory under ~/.vim/bundle/, where each directory simulates the standard structure of your ~/.vim/ directory.
