A CGI-BIN directory is a directory (folder) on a server (or web site) that will allow the execution of a script or other software through the World Wide Web. Generally it is the only location on a server that will allow this. You cannot just create this directory on your web server and expect it to work.
It must be activated by the web server software you are running. You should contact your hosting provider if you are unsure if you have CGI-BIN access.
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