You have the Content Director software itself?
Or you've just read the documentation which is available on the web?
Both FDMS and CDS are commercial addon modules which must be uploaded to the cart.
Each has an installer that must be run as well. For earlier 6.2 versions, this is in its own directory
just like a store installer. For later 6.2 versions FDMS has an addon module which does the same thing.
In each case, some database tables are modified, and new tables are added. The same database is used, with credentials for DB access being taken from the configuration files.
Which set of instructions are you looking at??
David