Ok, that's another option :-). Next step: where is the directory called "rome total war gold" located on your disk, i.e. what is the full path to it? An example from my system is
C:\Program Files (x86)\Steam\steamapps\common\rome total war gold\
(If installing RTW Gold put a shortcut on your desktop, then a quick way of finding the directory is to right-click the shortcut, select properties, and read the contents of the "Target" field. Otherwise you can use Windows Explorer to just explore the file system until you find it)