Can someone please tell me where it is? I see Config and Content, intermediate and saved folders but no source folder, I have looked through them all too.
Your project won’t have a Source folder if you started it as a Blueprint project instead of a C++ project.
If you need to add C++ code to your Blueprint project after you’ve created it, that can be done by choosing Add New → New C++ Class… from the Content Browser. Doing so will create the Source folder and other required files and folders automatically.