[split] No custom stories folder?

[Kreekakon]

You are looking in the wrong folder. The default location of the Amnesia installation is in Program files, not My Documents. My Documents holds several config files instead of the game files.

The file path for retail/non-steam will look something like this:
C:\Program Files\Amnesia - The Dark Descent\redist\custom_stories

For Steam it will look something like this:
C:\Program Files\Steam\steamapps\common\amnesia the dark descent\custom_stories