What operating system do you use? Sometimes, you can just "right click" on the desktop icon and when the menu appears, just choose (depending on your operating system) "locate target" or "open file location", or something to that effect. That should help you locate where the root folder is.
As an afterthought, although I purchase a DVD hardcopy, the current SHIV installed on my rig is a downloaded version (though not from Steam). I have no problems running JSGME or any of the mods with it. Just a cuation about "Steam". Over the last couple of years, I've heard mixed reviews about Steam on various forums, websites, etc. Though they were split fairly evenly, the majority either had issues with Steam versions of games, or couldn't get their games to work at all. There were enough gripes about Steam to convinve me never to download using it.