This is a common mistake. Unzipping the MODX .zip file in your MODX root, puts all the files in that subdirectory, which is the wrong place for them.
You can just copy the files in that subdirectory to the MODX root (the one with the manager and connectors folders), then delete that modx-2.5.7-pl directory.
Or you can see
this page for a method that will avoid that.
Once you get the Manager working, you can install the UpgradeMODX extra which will put all files in the right place for you.
BTW, you did upgrade to 2.5.0 first, right? It's not a good idea to skip the major versions (the ones ending in .0).