It sounds as though you made it to the folder, but just in case I am misunderstanding. Assuming you are using Windows 10: Click Windows Key + E for explorer, click View (tab), Options, Change folder and search options. In the Folder Options box click View (tab)
1. Check mark "Display the full path in the title bar"
2. click (put dot in) "Show hidden files, folders, and drives"
3. Uncheck "Hide extensions for known file types"
If # 2 was not "dotted" then you'll not see the folder. retry copying the folder location from WP settings (re: last thread) and you can paste it directly into the file open box within WP.
If this isn't the case, look in your recycle bin. It's a long shot, but worth the effort.