My development account for Spotify has been enabled and I am trying to walk through their simple tutorial app (http://developer.spotify.com/download/spotify-apps-api/tutoria
Your first guess is correct (C:\Users\Me\Documents\Spotify\Tutorial). However you need to be running the latest preview release (https://www.spotify.com/uk/download/previews/). And on my PC I had to completely un-install and reinstall the application before the developer options became enabled.