In R16+ there is no 'Tex' folder in which to put the 'TextureKitProTextures' folder.
The actual location of the 'TextureKitProTextures' is not important. In fact you can leave the 'TextureKitProTextures' in your previous version of C4D and still use it in R16+. However, if you like to keep everything together, feel free to add your own 'Tex' folder into the 'CINEMA 4D R16+' and copy the 'TextureKitProTextures' to it. Keep in mind this folder is almost 400 MB.
The important step is to tell R16+ where to look for the 'TextureKitProTextures' folder.
Go to 'Edit' then 'Preferences'. Inside find the 'Files' Tab. In the first open 'Path' slot, track down your 'TextureKitProTextures' wherever you put it. Whether in a new R16 'Tex' folder, or still in the 'tex' folder of an older version.