I'm confused, there's no game folder and a search yields no results apart from the folder where my saves are stored. I'm pretty new to steam so I'm guessing it's a steam thing? Any help would be appreciated.

Yes there is. Steam/steamapps/common/Skyrim/Data

All Steam games are installed to the Steam folder. Now you know where to install stuff for other games on Steam as well.

Oh, I checked the steam folder but not thoroughly enough it seems, weird that the search didn't find anything. Thanks for the help.