Now is this for the Adni18 Weather , or yours ?? , there is no WU_Weather in my folder
For mine, there must be a WU Weather folder in Documents. If not, there is your problem.
If running my gadget/widget doesn't create one, something on your system is preventing it's creation, and therein lies the problem. When you run the widget, mine, click the info button, then click the logo, it should open the folder where the data is kept.
If you don't have that data, the location isn't stored.