The adb.exe file will be located at your Android SDK folder, inside platform-tools
...\android-sdk-path\platform-tools\adb.exe
The default location where Android SDK is installed is:
C:\Users\<insert username here>\AppData\Local\Android\sdk\
So adb will be located at:
C:\Users\<insert username here>\AppData\Local\Android\sdk\platform-tools\adb.exe
To access it on a command line, open cmd.exe and type:
cd C:\Users\<insert username here>\AppData\Local\Android\sdk\platform-tools\
and then your normal command
adb <insert parameters here>