Use APPDATA / LOCALAPPDATA on Windows

We're currently using the XDG specification's file structure, which will fall back on using ~/.local under Windows. We may want to comply with Windows' convention of using the %APPDATA% and/or %LOCALAPPDATA% locations instead.

I just want to point out that the dirs crate uses XDG and %APPDATA% automatically on Windows iirc. The only problem is that it also uses the macOS Library paths and stuff like that instead of ~/.config.