Applications not showing up in Application Support

Recently I downloaded Steam, only to have an error at the startup of it. To investigate, I went to Application Support to find... well... NOTHING! There was no Steam folder! Does anybody know the reason for this, and a solution. Any information would be greatly appreciated. Thanks!

That's because there shouldn't be anything in Application Support. Just go to your Applications folder it will be there.
Just downloaded it now and all I had to do was drag and drop the icon to the Applications folder for which there was an Alias in the dmg

Hope this helps

- Simon