When you first install maven, .m2 folder will not be present in C:\Users\ {user} path. To generate the folder you have to run any maven command e.g. mvn clean, mvn install etc. so that it searches for settings.xml in .m2 folder and when not found creates one.
So long story cur short, open cmd -> mvn install
It will show could not find any projects(Don't worry maven is working fine :P) now check your user folder.
P.S. If still not able to view .m2 folder try unhiding hidden items.