okay, I found a few tracking cookies I want to get rid of with my monthly AVG scan

Anyways, I got the folder, and it was at J:\Users\Lloyd\AppData\Roaming\Microsoft\Windows\Cookies - but I got as far as \Windows before... wait... where's the Cookies folder? I've got "show hidden folders" enabled. So I head to Run and manually type the above - opens fine, all the cookies are there.
So why doesn't it show up in the GUI? Is there a reason for this?
Lloyd