Where is uTorrent EXE located?
Thereof, how do I change the location of uTorrent?
To do this, right-click on the torrent again, choose Advanced and then choose Set Download Location. A new dialog will pop up asking you where to download your torrent file to. Navigate to the new location and just click Select Folder. uTorrent will automatically move the files for you to the new location.
Beside above, where is the AppData folder?
The AppData folder resides in your user folder—the same location that contains Documents, Music, and other library folders (unless you've moved them elsewhere). Normally this is something such as C:Users[username]AppData, but unlike those other folders, AppData is hidden, which means you can't normally see it.
If you have installed uTorrent recently on a Windows device, you may have noticed that the installer is not providing you with an option to set a different installation directory. Instead, it will automatically install uTorrent in %AppData%uTorrent.