@ImOOnI
You should really just enable extensions in windows; it'll make your life a lot easier.
That said, ini files should be the ones with a single cog wheel on them, indicated as "configuration settings" in the "type" column. And while I see the RA2MD one in there, I don't see an RA2 one. Did you actually run RA2 yet? I believe the file gets created by the game on first launch, and, given the fact RA2 and Yuri's Revenge have separate configuration files, you do need to run both of them to get both config files.
Also, do make sure to run the program in Administrator mode, otherwise the game won't get system permission to write in its own game folder (since you installed it under Program Files, where programs don't get write access normally) and the ini files will never get created.