On my server it didn't exist. I had to create a new file by that name in the Jira Home Directory located here: "C:\Program Files\Atlassian\Application Data\JIRA". The .properties file of mine just contained the following three lines:
# THIS IS A JIRA CONFIGURATION FILE CREATED by the System Admins
# Make Date/time stamps actual rather than relative
jira.lf.date.relativize = false
You did not state which OS you are using, so you need to read these two links and figure out where your Jira home directory is located.
Connect with like-minded Atlassian users at free events near you!Find an event
Connect with like-minded Atlassian users at free events near you!
Unfortunately there are no Community Events near you at the moment.Host an event
You're one step closer to meeting fellow Atlassian users at your local event. Learn more about Community Events