In this video Sandy shows how to locate some of the hidden files and folders you might be asked to locate when troubleshooting an error or a download issue.
The easiest way to find where these are located in your user directory, is to click the View tab in Windows explorer, and check the box to "reveal hidden items". Now you should see the hidden App Data folder located in your User folder.
A quicker to do this is to open the Search field and type %APPDATA% and hit return.
To make it easy to attach these hidden files to your support case you may wish to copy these to the desktop or a similar, easy to find, location.