ok, here i will try to explain this a little bit better I guess, WHEREVER you installed Halo CE is where the maps folder will be.
For me it is in the following
G:\Programs\Games\Halo CE
now for you, it could be anywhere.. It could very well be under your main hard drive\program files\microsoft games\Halo Custom Edition\
The point im trying to make is that it could be anywhere you chose to install Halo CE
If you chose to install it in the default directory it would most likly be under C:\Program Files\Microsoft Games\Halo Custom Edition\Maps
now if you chose to install it ANYWHERE else, it is under the Halo Custom Edition folder \maps
now, if nothing else of this works, and you do already have Halo CE installed all of the way, then go to Start->Search and search in all files and folders and search for bloodgulch.map
there should be two results if you only have the Basic Halo and Halo CE installed. One should be your Halo PC maps directory and the other should be in your Halo CE maps folder!!!
try that if nothing else works