I just bought Heroes 3 and when I go to create random maps the game comes up with an error message that reads "cannot create random_map.h3m in data directory". I read online that you go to the main directory and create a new folder with the name "random_maps but I have no clue how to even get into the main directory. Can anyone help?

You might have more luck by going to the Heros of Might and Magic forum here.

What OS are you using?

If Windows, and you haven't changed the default location it should be c:\GOG then look for the heroes folder.

Make sure you first install the game outside windows folders. When you run the installer (if your using galaxy I cant help) you can select options and where to install the game to. Select something like c:\games and then install. You should be able to find this directory then via windows explorer and create the necessary folder. I would guess it may even be windows protection not allowing the folder to be created hence why always install outside its folders.

Have you tried running it as an administrator (Properties -> Compatibility)? It sounds like an UAC-related issue. I'm assuming you've installed it in "Program Files", which can cause such issues with older games.