Question: Where is WinDbg.exe?

Answer:

Here is default location of WinDbg.exe when installed from Windows SDK.

        
    64bit : C:\Program Files (x86)\Windows Kits\10\Debuggers\x64\windbg.exe 
    
    32bit : C:\Program Files (x86)\Windows Kits\10\Debuggers\x86\windbg.exe
    
    

The folder above also has many other debugger tools such as cdb, kd, gflags, adplus, etc.