Oh I missed your point sorry about that. You can find it here:

Documents -> NeocoreGames -> Van Helsing Final Cut

Start up the game and create a new character. Once you've created a character and started a new game with them, this folder will be created automatically. Let me know if it works out!

Hello there, Van Helsing doesn't support online play since its server provider shut down their services. You can, however, download your past characters, if you are a returning player, and play with them offline. For further info and instructions on how to download your characters, please refer to this article: https://neocoregames.com/en/the-incredible-adventures-of-van-helsing-final-cut-online-character-downloader 
Cheers!