You need to create an instance of the class, then call configure_traits on it. You could then inspect its SaveDir trait. Typically you would create a change notification method and/or a button.
Please see the materials referenced here: https://support.enthought.com/entries/22878645-Introductory-materials-for-Traits-and-Traits-UI
Then, I suggest that you start with a class that just has strings and integers, and learn how to use these. You will then be able to extend this to Directory if you like (though for real-world programs, the Directory trait is fairly inflexible, and other ways are often preferable.)
Update: You can find many useful examples in the Examples/traitsui-4.2.0
subdirectory of your Canopy User Python directory.
Update 2: For more useful file selection dialogs, see the pyface package, in particular: https://github.com/enthought/pyface/blob/master/pyface/i_file_dialog.py