Unfortunately, I cannot help you as I don't know the answer. However, I've opened a bug report on the lack of documentation, so hopefully it will become clearer.
https://crawl.develz.org/mantis/view.php?id=3333If I had to guess, I'd say the "Documents and Settings" directory (or however that's called, don't know the English term) but if you already searched for that... You
did search for "files and directories", right?
Also, could one of the admins please move this over to
Interface & Software? That's clearly where it belongs, makes it much more likely a developer will see the post, and makes it easier to find for someone else having the same problem. Thanks!