1) Install the patch if you didn't that yet. Just downloading doesn't help.
2) Still no exports folder? Backup maps and presets, uninstall the game, delete all remaining files, download a new game installer and reinstall the game.
If you don't want to reinstall, perhaps you can create the folder yourself. But you have to tell the game where it is located! To do so, open the main FH folder and open resources.cfg in notepad. Look for [UnofficialTerrains]. Below FileSystem=media/terrains, make a new row and put into it:
FileSystem=exports
Should work then.