hhmmm odd! I have W7 x64 and they are just in the normal WOW folder... which is whatever location you chose during installation of the game.
EDIT: Just out of interest I did a little test. The screenshots folder doesn't actually appear until you have taken a screenshot in game. Once I had done that, the folder appears in ....WOW/Screenshots.
yea i took a screenshot to check that too and still nothing. even searched what the screenshot would be called and there is not file on the computer
My WoW was installed in the root of C:\ by default for some reason.
Try running a windows search for it.
Usually on windows 7 the wow folder goes into the public folder.
Mine has a empty folder in programs x86, but to find what your looking for:
C:, users, public, games, world of warcraft.
Happy seeing everything your looking for in there.