This site is under construction and is both very incomplete and subject to change.
The current cannonical site for documentation is here.

4. Copy the Filters

Using the Free version

cp -v /var/www/html/wp-content/plugins/wp-fail2ban/filters.d/wordpress-*.conf /etc/fail2ban/filter.d/

and it should look like this:

root@example:~# cp -v /var/www/html/wp-content/plugins/wp-fail2ban/filters.d/wordpress-*.conf /etc/fail2ban/filter.d/
'/var/www/html/wp-content/plugins/wp-fail2ban/filters.d/wordpress-extra.conf' -> '/etc/fail2ban/filter.d/wordpress-extra.conf'
'/var/www/html/wp-content/plugins/wp-fail2ban/filters.d/wordpress-hard.conf' -> '/etc/fail2ban/filter.d/wordpress-hard.conf'
'/var/www/html/wp-content/plugins/wp-fail2ban/filters.d/wordpress-soft.conf' -> '/etc/fail2ban/filter.d/wordpress-soft.conf'
root@example:~#

Using the Premium version

cp -v /var/www/html/wp-content/plugins/wp-fail2ban-premium/filters.d/wordpress-*.conf /etc/fail2ban/filter.d/

and it should look like this:

root@example:~# cp -v /var/www/html/wp-content/plugins/wp-fail2ban-premium/filters.d/wordpress-*.conf /etc/fail2ban/filter.d/
'/var/www/html/wp-content/plugins/wp-fail2ban-premium/filters.d/wordpress-extra.conf' -> '/etc/fail2ban/filter.d/wordpress-extra.conf'
'/var/www/html/wp-content/plugins/wp-fail2ban-premium/filters.d/wordpress-hard.conf' -> '/etc/fail2ban/filter.d/wordpress-hard.conf'
'/var/www/html/wp-content/plugins/wp-fail2ban-premium/filters.d/wordpress-soft.conf' -> '/etc/fail2ban/filter.d/wordpress-soft.conf'
root@example:~#