Where can I add the loading instruction?

[Liu Yunxia]

Dear all,

I'm new to Emacs. I downloaded a Emacs+AucTeX version from
ftp://alpha.gnu.org/gnu/auctex/, and I was told everywhere about
adding (load "auctex.el" nil t t) to load it. But I don't know where
to add, because the platform is Windows XP and there is nothing like
~/.emacs. Could anyone tell me how to load auctex.el and preview-
latex.el? I don't want to switch between command prompt and Emacs
anymore.

Thanks and best regards,
Liu Yunxia