where is the init.el

I just installed the native version of XEmacs 21.4.11 on windows 2000 - and it seems to be working fine. But I cannot find the init.el anywhere on my PC. I set my HOME variable before I did the re-install. ( I have cygwin but I did not install XEmacs under cygwin)

So why is there not an init.el and where do I put my customizations?

Also, why is ftp not working? I issue M-x ftp severname command and I do not connect.

Thanks for your help

Satish