All instructions say to put files in the Data Files directory, but no matter where I explore on my computer I can't find it. I've began to suspect Steam just doesn't support mods, official or not, but this has been disproved by other people's statements of having mods on the Steam edition. I can't find someone with my same problem on these forums, but I did find a thread where someone got it to work but had trouble noticing it and didn't say how they got it to work. Can someone help me?

Are you looking in the Steam directory? Steam\steamapps\common