The searchplugins folder can be found on Linux systems simply with
find ~/.mozilla/firefox -name 'searchplugins'
For example, running the above command on my Linux system gives:
For Mac users, it's probably something like
I'm guessing that on windows its something like
C:\Documents and Settings\[username]
Note (at least for linux): the searchplugins folder is not created automatically. You must either create it manually, or download an existing search plugin (e.g. Wikipedia).
You will need to restart Firefox for the plugin to be detected.