This link describes initializing the data directory on Windows or UNIX-like OSs.
For Windows
Because you have problems with finding the data directory I suggest you define it yourself.
First you have to make sure the following lines are in my.ini file:
[mysqld]
basedir=C:\\Program Files\\MySQL\\MySQL Server 5.7
datadir=D:\\MySQLdata # here you could put
The second line points to your MySQL Server installation. The third line to wherever you want your data directory to be. After saving the file. You could call following command:
C:\> bin/mysqld --defaults-file=C:\my.ini --initialize
With C:\my.ini pointing to your my.ini file. Hope this helps you