Hi guys, I had the same issue, downloaded the latest version of NodeXL today and I don't have that folder. My installation has ended up here:
So I did the following:
1) Unzipped the Social Network Importer files to that location
2) Open NodeXL and navigate to the NodeXL -> Data -> Import -> Import Options tab and entered that full directory address in the empty box and clicked 'OK'
3) Closed NodeXL then reopened it
I then had the social importer options.
It looks like you could unzip those files anywhere as long as you point NodeXL to the correct directory.