When playing via Steam, where are the game files located?
Why do you ask, might i ask? (ask...ask)
If you're looking to install a mod, you'll be after (32bit) C:\Program Files\Valve\Steam\SteamApps\common\empire total war
C:\Users\Lysander\appdata\Roaming\The Creative Assembly\Empire contains the save files, and also the script files which you'll need to edit in order to activate your mod.
If you want to directly modify your game files, you'll instead need DBEditor 1.8, because the game data is compressed and can't be directly accessed.
Thank you for the information!