You'll find this folder at "[drive]:\RECYCLER" where "[drive]" is the letter of the drive. My C and E drives have this (D is my CD/DVD burner). If all else, you might be able to create a new folder with this name if it's oddly absent. Otherwise, you could try deleting some file (create a temporary TXT file or something first if needed) and see if the file is being permanently deleted (you'll see the notice and a disintegrating page icon if permanently deleting a file instead of a "send to recycle bin" notice and the recycle bin icon).