[Plugin: WooCommerce] Can't find the woocommerce language folder

Hello,
After following this guide: https://docs.woothemes.com/document/woocommerce-localization/, I have downloaded the danish .mo file. But my problem is, that i cant find this folder: wp-content/languages/woocommerce/ to upload the file to. There is no woocommerce folder. Im new to wp, so i hope somebody can help me 😀

FruKamp