If you ever run the plugin, and it is successfully licensed, then you should have that folder, with the explanation likely being that C:\ProgramData is
hidden by default. As far as figuring out what is going on, the plugin has two very separate parts, each of which needs to check the license. The first is the UI, which uses the license to figure out how to build itself. So, inside SketchUp, which toolbar do you see?
- Standalone:

- Render Suite:

If it is the second, then when you click
Plugins > Maxwell > About (or the last button in the toolbar), the About box should indicate that you have a
Commercial license, for
Maxwell for SketchUp (Render Suite). If not, then it would appear your license is never being properly recognized.
The other part of the plugin which checks the license is the C++ exporter, which is either called by the plugin UI, when you click one of the render/export toolbar buttons in a properly-licensed Render Suite plugin UI, or by choosing the MXS format in the SketchUp Export > 3D Model dialog (this last is an artifact of how the plugin is built, and should usually not be used).
So for further diagnosis, please review this information and let us know what you are seeing there, and which action you have just executed prior to seeing the not-licensed notification dialog. Just reading between the lines of your description, I guess that the plugin UI is coming up properly, and that you see the not-licensed dialog when clicking on the Render (or Export to Studio, Network, or MXS) button.