On a PC it is is the owners folder where there is an Endnote/Styles folder for user modified or downloaded output styles. This prevents losing those when endnote updates and writes over the original installation program folders. You should be able to find where, by looking at the EndNote Preferences folder locations settings. – If it was downloaded at installation though, it will be in the Endnote program folder styles location, which might be “hidden” during a search.