Problem with instalation

Hello,

I have problem with instalation on step 8 (on PostgreSQL Setup
Instructions)-

Initial database cluster.

It´s written there - The Postere SQL data direktory must be on an NTFS
formatted volume. If you wish

to install the data direktory on another type of partition you must
initialize the database cluster manually

by runnig initdb.exe. If I change - encoding (server) - also dosen´t work

I don´t understand it, where can I find initdb.exe and how it initalize.

Thanks

Tom Dixa