Where is emacs.local on Emacs for Windows?

[Nancy Salay]

Hi All,

I just recently downloaded version 21.3 of the Emacs for Windows. It's 
working very well but I haven't been able to customise because I can't find 
the equivalent of the .emacs.local file.  What I would really like to do 
right away is get some colour-coding for comment markers such as semi-colons 
and such.  Anyone know how to do this and what file I need to make the 
changes in?

Thanks in advance,
Nancy.