where do I need to place a user .XWinrc?
I do not want to put user specific settings in the system.XWinrc.
I know it's been a long time and I'm not sure if you ever got the answer to this but, since I was looking for the same thing, today, and found the answer, I thought I would post it.
Looking at the logfile via [right-click]->"Show log", I saw this message...
LoadPreferences: C:\Users\<me>\AppData\Roaming/.XWinrc not found
So, there's your answer. It's in the root roaming profile directory as .XWinrc, ie %APPDATA%\.Xwinrc