How do I use HLDJ in l4d2?

[MixinWithMahDj]

I cant find the l4d2 file in the steam apps like the other games.

[Renegade]

Try using Add All, it will probably find it for you. If not, browse through the l4d2 folder until you find a valid game directory.
If that doesn't work, I suggest asking others who have it set up since I do not own the game myself. Generally though, if L4D's game directory is "...\steamapps\common\left 4 dead\l4d" then one might guess L4D2 might be something along the lines of "...\steamapps\common\left 4 dead 2\l4d2"

[Game Zombie]

c:\program files (x86)\steam\steamapps\common\left 4 dead 2\left4dead2