AppData is hidden in Windows by default. In order to have it show for you, you'd need to do this:
- Open your Windows Explorer
- Click on the 'View' tab on the ribbon (located at the top of the window)
- Look for a checkbox labeled 'Hidden items' and, in case it isn't checked, check it.
The AppData folder should now show up where it's supposed to, along with all the other folders you'll need inside of it.