From the Steam site:
Steam installs to the following folder by default:
C:\Program Files\Steam
Files for games installed on Steam are stored in the following folder:
C:\Program Files\Steam\steamapps\
During the installation of Steam, you have the option to install Steam to a location other than the default. Since Steam relies on the game files residing in the SteamApps folder, your game files will go to whatever folder you have Steam installed in. The game files must be in the SteamApps folder in order to function.
Since you installed Steam to "Games", then the Silent Hunter should go to "Games - Steam - SteamApps - common - Silent Hunter...", which the installer for the Steam game should automatically pick-up for you...
