There is your difference between the two short-cuts then. You want to use the "UBoat Missions" one.
Forgive me my old man forgetfulness though... You can tell a lot from the Steam Library on your computer, such as that I have been neglecting my SH3 and SH5 games (
)... but if you select a game with one click, then right-click on it, you will get this menu:
and if you choose "Properties" on it, you will get this information:
But I created my short-cuts for GWX and WAC there, so that's probably what the difference is. With an actual Steam-created short-cut, the display is different, so when you do Properties, you could use the "Local Files" tab and "Browse local files" button to find where the install folder is.
Put the MODS folder in that "Uboat Missions" folder.
