To locate your data folder, go to Trainz Settings on the Launcher, then choose the Install tab. Look for the path shown for the label 'Local data folder'.
As an example, my location is shown as being at C:\TANE\Userdata. Yours could well be elsewhere.
Note: If it is in your C:\Users\<username>\AppData\Local\N3V Games\TANE folder (the default) then you will need to get Windows Explorer to 'Show hidden folders and files'