i have vista so I looked under users and then my user name and there was no appdata folder
did you make your computer show hidden folder?
however, the best way is to use your "Run" command, just type in the path and it will popup and then go up level up, and then right click sins of a solar empire, and then send to desktop as a shortcut
I run XP and just did a search for the for 'Galaxy' and specified the engine to look in hidden folders too. Once I found it, I just created a desktop shortcut so I wouldn't have to look for it again.
that is inefficient, and besides you might have gotten the program files "Galaxy" folder, for sins now, it is a either MapDesigner or GalaxyForge