It’s not clear to me what you want to achieve.
If you take the example from @Yggy and want to run the command for the check_snmp check then you were already in the right folder. The Nagios plugin is in the directory that you showed in your screenshot. So
cd ~/lib/nagios/plugins
./check_snmp -H $HOSTNAME$ ...
(Of course you must replace $HOSTNAME$ with the hostname that you want to check.)