That's also where you can uninstall Windows games, which is what I go there for, since Control Panel doesn't work for Windows games. Then click on the game and click move, although I personally have never tried that since I don't move games and just found it now. Method 3: Right click on desktop, Display Settings, Storage tab on the left, click on the Drive you installed the game on, then Apps & Games, then it'll show you everything that's on the drive, which you should find Halo Wars 2. Method 2 (Not 100% sure about this one) : If it's on your OS drive, try go to Windows folder, then SoftwareDistribution, then DeliveryOptimization, that's how I found where my Gears of War 4 was installed when I first started that, so it might be in there too. Then the 2 folders named HoganThreshold should be Halo Wars 2, since it has the same file size as Halo Wars 2.
Method 1: Go to whichever drive you downloaded the game on and go to WindowsApp, it should show up right away if it's not installed on the same drive as your OS drive.