That SQL directory shortcut should take you to the script directory defined in preferences, but appears to be pointing to its parent directory in Windows. While I figure out what's happening here, you can go to Tools->Preferences->Database/Worksheet->Select path to look for scripts/Browse and select your C:\Scripts directory. This will have the effect of adding Scripts as one of the short cuts so you can easily access the files. Note that hovering over any of the short cuts will show the resulting path in the tool tip.
thanks! I've done that before, but perhaps differently (I think I may have typed in the path in the Preferences => Database => Worksheet => Select path to look for scripts dialog instead of opening the folder via "browse"). I did it again, and it worked!