Welcome to our forums Zeraph!
It seems to me that if you don't have a preferences file somewhere on your computer, RTW won't work and you game won't start. If that's the case, I recommend uninstalling and re-installing the game to see if this creates a preferences file. However, if your game is starting properly, then the reason you can't find the preferences file is probably because you've been directed to the wrong location to look for it. What operating system are you using to run RTW?
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