Do you mean the Scenery.cfg folder or the Scenery Folder?
Never said anything about the scenery.cfg or the scenery folder, and if you remove this, disaster will happen...
I've said:
the
C:\ProgramData\Microsoft\FSX\SceneryIndexes FOLDER
This folder is hidden by default, so you won't find it by just browsing it, unless you enable Hidden/System files in Explorer, OR you type this in the Start button area and press Enter.