c:\Users\{your username}\AppData\Roaming\Microsoft\Document Building Blocks\1033\
Building Blocks.dotx is in a hidden system folder. If your Start menu has a search function searching for %APPDATA% will lead you toward the folder. The folder 1033 is for English(US).

Where can Building Blocks be stored?

You are looking in the correct location. Do you have your Windows set to display system folders?
Is your default proofing language English-US? That is the 1033 part of that address.


You could redefine your building blocks in the Organizer to be stored in a different template.