To resolve the confusion about directories, you may want to consult the readme file that came with your OpenTTD program, section 4.2 has all the details where everything is supposed to be.
An online version (of trunk instead of a stable release, so it may be slightly different) http://vcs.openttd.org/hg/openttd/trunk ... e.txt#l267
The online content is also online available at http://bananas.openttd.org/en/
The UI is somewhat horrible and not recommended in general, but you should be able to find everything there
Edit: bananas access point is without manager, apparently, thanks Zuu