No JGSME.exe and its .ini file should be in WOTR root. e.g. C:\OBDSoftware\WOTR\ (unless you changed it during install)
Under WOTR you then make a MODS folder and unzip any mods into there. Then when you run JSGME it will find them.
I am pretty sure JSGME on Mike's Mod page has a read me that explains this stuff.http://www.thatoneplease.co/toolsWOTR.html
Sandbagger: as it's very needed for the mods to work usually, a direct link to it on the front page might be useful. Cheers.