For some reason in Windows 10 it is installed into the hidden AppData directory. At least I found first a shortcut ‘MongoDB Compass’ here:
C:\Users\<username>\AppData\Roaming\Microsoft\Windows\Start Menu\Programs\MongoDB Inc
and then in the properties of it the actual location seems to be
C:\Users\<username>\AppData\Local\MongoDBCompass\MongoDBCompass.exe