Perhaps you have not installed it or it was deleted. The default folder should be something like:
C:\Users\YOURUSERNAME\Documents\OptiSystem 13 Samples
If it is not there you can re-install the samples by first navigating to the installation folder of OptiSystem:
C:\Program Files\Optiwave Software\OptiSystem 13
and run the OptiSystem_Samples.exe executable.
Regards