I don't have the exact windows path in front of me but for Mac the default settings will save your project here to the path shown below.
/Users/[username]/Documents/Adobe/Premiere Pro/7.0/Adobe Premiere Pro Auto-Save
If it's not there you can find out exactly where your Auto Save's are kept (Mac or Win) by going to File>Project Settings>Scrstch Disks
Project file locations are user determined. Look in the folder where you put it.