Microsoft has made it hard to describe these things because they keep changing
the names, and some things don't have visible labels any more, while other
things look different depending on what options you have set.
In Vista, if you have the default Start menu with a "Start Search" box at the
bottom, click in that box and type Computer, then click the word Computer in the
list of programs. If you have changed the Start menu to use the "Classic Start
menu", there is no "Start Search" box, but there will be a Computer icon on the
desktop to double-click. Either of these actions opens the file management
window formerly known as "Windows Explorer" (not to be confused with the browser
called Internet Explorer).
In that window, the address bar is at the top, just to the right of the back and
forward buttons. It is _not_ the Search box -- that's further to the right.
Don't try to search for %appdata% or anything involving it, because the search
engine doesn't understand that alias (technically, it's a reference to an
environment variable). Just paste the expression into the address bar and press
Enter.