I Think i found your problem, YOU NEED TO GO TO MY DOCUMENTS! There RCT3, and then you see those folders. I've been searching and i found in the c:\program files\atari\roller coaster tycoon 3\ those folders you were saying.
Go to my documents. I dunno where it's located on your pc. Then you'll see a subfolder named: RCT3, into that folder you can find your custom games, scenario's etc...
Or else the problem is that you got the USA version....
EDIT:
Here can you see your in the totally wrong place:
Where you are suppost to be:
Where you are located: