With the bash on windows the files are located at in the same location if you are running within the bash environment, ie
Create the file , form bash, as suggested by Rinzwind if necessary.
However, if you are looking at the files from windows, outside the bash subsystem, they are located at
Note: The windows user name may or may not be the same as your bash username, depends on how you set bash up I suppose.
Warning - Dont edit or modify files in your bash environment from windows, see this link:
DO NOT, under ANY circumstances, create and/or modify Linux files using Windows apps, tools, scripts, consoles, etc.