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where is .emacs file?

I am trying to install ESS so that it can be used when EMACS is launched from Mac Terminal. ?After running "make" from the directory where ESS files are saved, the instructions ask the following to be added to .emacs file:

(require 'ess-site)

But I cannot find .emacs file. 

I have already installed EMACS modified for ESS from Vincent Goulet's website.  In my EMACS application, ESS is available (verified by typing M-X ess-version).  

Thanks,
Naresh