Hi Antonia,
That is strange as it should work by default (unless you maybe had a previous version of COllect Earth installed and the path to the Saiku folder has not been overwritten)
Normally you can find Saiku under the main Collect Earth installation folder.
Usually in Windows it would be :
**C:\OpenForis\CollectEarth-1.0\saiku-server_2.6**
**C:\OpenForis\CollectEarth\saiku-server_2.6**
Hope that helps!