In most cases, App Inventor should be able to locate the Setup software on its own. But if it asks for the location of the software, the path to enter is C:\Program Files\Appinventor\commands-for-Appinventor. If you are using a 64-bit machine ((How to tell if you're on 64-bit Windows), you should type Program Files (x86) rather than Program Files. Also, if you did not install the software as an administrator, it was installed in your local directory rather than in C:\Program Files. You'll need to search for it to find the correct pathname.