Did you try with the name: Snowgem? Upper case of the first character?
Yes, it's autocreated folder and there is no difference between cases, I tried. I don't know what am I doing wrong.
Please use the latest version here:
https://snowgem.org/downloads/snowgem-1.0.1-windowsx64.zipHowever, windows wallet has a bug that it can't sync after block 829 while Linux can.
At least, you can create a wallet to mine.
Thanks,
Txid.