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That will open up the folder showing where the game files are kept.
I can't say for sure, but there may be a chance it'll default to the 64-bit location instead of the 32-bit location, in which case it'll just be \Program Files\, not \Program Files (x86)\.
Personally, I installed Steam to a second hard drive, so for me it's D:\Games\Steam\steamapps\common\FSX\.
Either way, as uncle_adolph said, you can find it through the steam client by finding FSX in your library, right-clicking it, selecting Properties, going to the "Local files" tab, and clicking the "Browse local files" button.