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The instructions provided describe where to find the projection files located in the Coordinate Systems folder in ArcGIS for Desktop 10.3 and later.
The Coordinate Systems folder is no longer installed under Program Files, but in the following user profile path:
The folder, AppData, is a hidden folder. To show hidden folders, refer to the following web help, Windows Help: Show hidden files.
The Coordinate Systems folder does not exist in the directory above until a projection is added to 'Favorites'.
This causes applications relying on ESRI projection files (.prj) to not function correctly, or display error messages. For example, Trimble Pathfinder Office users exporting GPS data into a shapefile format may result in errors due to the .prj file not being included in the export.