You set this when you run the skydrive app for the first time.
The first time you run the SkyDrive application, you’re asked to sign in with your Microsoft account—use the same account you sign into Windows 8 with, of course—and choose a location in the file system to which to sync your SkyDrive-based folders and their contents. The default location is C:\Users[User-name]\SkyDrive, but you’re free to locate this folder anyway.
If you're after finding where it is in explorer, from the above quote it would be
C:\Users\[User-name]\SkyDrive by default.
As the answer linked in your question says you cannot change the folder after this.
Can I change the name or location of my SkyDrive folder after it's created?
No. If you use Windows Explorer to rename or move your SkyDrive folder, SkyDrive will stop working.