If you downloaded Postality Knights Edition you should find all the files in C:\Games
If you downloaded RPG Maker XP (Legally) you should fing all the files in C:\Program Files\Enterbrain or RPG Maker XP (one of the two)
Now this all depends on where you chose to save it, if you saved it else where and cant find it, use the search tool in your start menu.
Also, you only need to install the Run Time Package (RTP) if you have the legal version if you want some updates to it.
If you have the Postality Knights Edition, installing the RTP could damage files in it and your scripts change to japanese making it hard to find custum scripts that are compatible.