E-newsletter custom templates

Cannot find Themes folder.
In plugin page "Usage" you say:
"Yes! You can make your own custom newsletter themes. Simply copy an existing theme from the following folder:
e-newsletter/email-newsletter-files/templates"
There is no such folder, or anything similar. Where can I find it?
The plugin folders name is "subscribe-by-email" but I do not find any email templates there.

Thanks