cannot find index.dat

you have to show Hidden protected System Files too to view index.dat file and it should be located in C:\Users\username\AppData\Local\Microsoft\Windows\Temporary Internet Files

otherwise use a third party program like Winspy Index.dat viewer
http://www.acesoft.net/index.dat%20viewer/index.dat_viewer.htm

In Windows Vista index.dat files are located in these locations;
C:\Users\\Roaming\Microsoft\Windows\Cookies\index.dat
C:\Users\\Roaming\Microsoft\Windows\Cookies\Low\index.dat
C:\Users\\Local\Microsoft\Windows\History\History.IE5\index.dat
C:\Users\\Local\Microsoft\Windows\History\History.IE5\Low\index.dat
C:\Users\\Local\Microsoft\Windows\History\History.IE5\index.dat
\MSHistXXXXXXXXXXX\index.dat
C:\Users\\Local\Microsoft\Windows\History\History.IE5\Low\index.dat
\MSHistXXXXXXXXXXX\index.dat
C:\Users\\Local\Microsoft\Windows\Temporary Internet Files\Content.IE5
\index.dat
C:\Users\\Local\Microsoft\Windows\Temporary Internet Files\Low\Content.IE5
\index.dat
C:\Users\\Roaming\Microsoft\Internet Explorer\UserData\index.dat
C:\Users\\Roaming\Microsoft\Internet Explorer\UserData\Low\index.dat

Source: http://www.milincorporated.com/a2_index.dat.html 
I use Index.Dat Suite which also lets you view and delete index.dat files
http://support.it-mate.co.uk/?mode=Products&p=Index.datSuite 

SheharyaarSaahil:
I know that I am showing hidden files. I navigate to C:\Users\username\AppData\Local\Microsoft\Windows and there is no folder named Temporary Internet Files.

rpggamergirl::

:\Users\\..there is no folder called roaming
C:\Users\.. There is no folder called roaming.
C:\Users\\...there is no folder called Local
C:\Users\\...there is no folder called Local
C:\Users\\...there is no folder called Local
\MSHistXXXXXXXXXXX\index.dat  .???? Not understood
C:\Users\\...there is no folder called Local
\MSHistXXXXXXXXXXX\index.dat ???
C:\Users\\...there is no folder called Local

C:\Users\\...there is no folder called Local
C:\Users\\...there is no folder called Roaming
C:\Users\\...there is no folder called Roaming

>>  know that I am showing hidden files
sorry, but can you make sure that you have unticked the option of Hide Protected System Files too?

I have uncovered hidden files and can view more, however there are no index.dat files inC:\Users\username\AppData\Local\Microsoft\Windows\Temporary Internet Files

can you see any Content.IE5 folder there in Temporary Internet Files?
look for index.dat there.

SheharyaarSaahil:

There is no Content.IE5 folder there!

are you sure that no-one deleted the temporary internet cache before your checking?
it's supposed to be either in this folder or the folders mentioned above by rpggamergirl
also did you use any index.dat viewer from the above links to check whether they can find any index.dat file on your system or not?

I know that the temp internet cache was deleted. (This is my reason for trying to see why my kids delete all history)
I didnt download an index.dat viewer, I will do this as soon as I find the files.
If my profile had not deleted history I would have thought that my profile would have index.dat files. Also I read on another forum that the index.dat files are re-created when surfing again..

Thats not happening though - obviously. I surf... no index.dat files for me!