After searching for this on my PC it has told me "No items match your search". So what do I need to do now.
Nobody said you had to "search" for this, as it were a filename. You just OPEN %APPDATA%\VIRTUALI\GSX and it will auto-magically open the right folder for you.
With "open", I mean either type that (and then Enter) in a Windows Explorer address bar OR type it (and then Enter) in the Search area right next to the Windows logo on the left of the screen.
the %APPDATA% ( or %PROGRAMDATA% or %LOCALAPPDATA% ) it's a standard Windows shortcut that will work on every PC to indicate folders that are depending on your user account so, instead of saying:
C:\Users\YOURSERNAME\AppData\Roaming, which might confuse you understanding "YOURUSERNAME" should be replaced with your user name, without even mentioning you might have installed Windows on a drive other than C:\
We can just say:
%APPDATA%
And will work everywhere, regardless of your user name or the letter of the disk you are booting Windows from.