Easy answer is: Default = C:\Program Files (x86)\Steam\steamapps\common\skyrim\data\
Detailed answer is: Well, if you installed Steam in a different directory, try Koos' suggestion (either type "Steam" or "Data" and pick/open that folder). Note that there may be more than one "Data" folder.
By the way, there should have been instructions on how to install your Skyrim Mod (perhaps using the Skyrim Mod Manager would be a better idea for you?).