win octave and emacs

[Rich E]

Hello,

I'm new to Octave, which I just installed, and I'm trying to get it to run within Emacs.  I have found directions that direct me in doing this, but i need to find the .emacs settings file first.  Once I do this, I should paste

(autoload 'octave-mode "octave-mod" nil t)
          (setq auto-mode-alist
                (cons '("\\.m$" . octave-mode) auto-mode-alist))

and a couple other things in there.  But, I don't know where the .emacs settings file is. 
Does anyone know how I can get Emacs running with Octave in Windows?  

Thanks,
Richie