There are 2 ways to install OH2 on windows:
The packaged way (using Chocolatey) and the manual way (using the zip file)
The docs entry on Win installation covers only the second version (this should be improved with the contribution of the community members). The example directory to be used with the manual version is: C:\openHAB2\ but you can use any other dir.
Since you used the packaged version, you should be fine. OH2 has been deployed in C:\ProgramData\chocolatey\lib\openhab\tools and can be started in the same way as the manual installation: by running start.bat
Then, access OH2 from your browser: http://localhost:8080/ and continue reading: https://www.openhab.org/docs/tutorial/
Ps: I just deployed using Choco OH2.3 and I am getting some errors… I will notify the package maintainer to fix them.