Power BI don't recognize Custom Connectors Folder

I've tried:
\Documents\Microsoft Power BI Desktop\Custom Connectors
\Documents\Power BI Desktop\Custom Connectors
I've saved there different .mez, .pq files
I have checked "Allow any extension to load without validation"... Restarted...

Googled a bunch of sites...
Nothing!
Could it be because when the Custom Connectors were still in Preview - I didn't enable them THEN?
Because now I don't see this option in preview.
Please help