The folder may be marked as hidden. Make sure to enable view hidden folders.
Another trick is to open explorer and use the location: %APPDATA%
that will take you to the correct directory. It should be something like:
Win Vista
-DW8
--C:\Users\<Your User Name>\AppData\Roaming\Macromedia\Dreamweaver 8
-DWCS3
--C:Users\<Your User Name>\AppData\Roaming\Adobe\Dreamweaver 9
-DWCS4
--C:\Users\<Your User Name>\AppData\Roaming\Adobe\Dreamweaver CS4\en_US