Those are commands, to be executed in a terminal window, and you’ll have to do that with elevated privileges, because /var/lib is not writable to unprivileged users. 
sudo chown -R nzbget:nzbget /var/lib/nzbget
sudo chmod -R 750 /var/lib/nzbget
Those are commands, to be executed in a terminal window, and you’ll have to do that with elevated privileges, because /var/lib is not writable to unprivileged users.
sudo chown -R nzbget:nzbget /var/lib/nzbget
sudo chmod -R 750 /var/lib/nzbget