Oh I missed your point sorry about that. You can find it here:

Documents -> NeocoreGames -> Van Helsing Final Cut

Hello there, Van Helsing doesn't support online play since its server provider shut down their services. You can, however, download your past characters, if you are a returning player, and play with them offline. For further info and instructions on how to download your characters, please refer to this article: https://neocoregames.com/en/the-incredible-adventures-of-van-helsing-final-cut-online-character-downloader 
Cheers!

Start up the game and create a new character. Once you've created a character and started a new game with them, this folder will be created automatically. Let me know if it works out!