You can get to it quickly by pasting %userprofile% into the address bar of explorer. Video guide: (it has a slightly different setup than mine) **EDIT : youtube-dl has gotten a bit stale so I edited the guide to the fork yt-dlp instead.
Also if you want general support I recommend asking in /r/youtubedl ! PS: IF YOU HAVE ANY QUESTIONS SEND ME A PM, NOT A 'CHAT'! That way I will notice that someone sent me something. If this seems way too complicated then you can use a GUI for it like this one: (more alternatives at the end) (this is based on the official instructions) This is how you set it up, it takes a few steps but it's real easy when you have done this once.