The Default directory is "C:\Program Files\World of Warcraft\Data\enUS\realmlist.wtf"
if you have never edited your realmlist before you will have to first open it with notepad.
Actually, the default directory for him would be: "C:\Program Files(x86)\World of Warcraft\Data\enUS\realmlist.wtf\" since he's on 64 bit.
Also, don't just copy/paste that. go through the folders manually, since you may or may not be using the enUS(english U.S.A.) client.
Also, if it's not there, just post the following into a text file and rename the file to 'realmlist.wtf' instead of 'realmlist.txt'. make sure it's not 'realmlist.wtf.txt', you probably will have to enable file extentions.
OR, open notepad, paste the following in it, and make the filename this exactly: "realmlist.wtf"
WITH QUOTES included in the filename.
Now for the C/P:
set realmlist us.logon.worldofwarcraft.com