proguard-rules.txt can be found with terminal command on OS X (should be similar on windows as well)
$ locate proguard-rules.txt
On my machine the output is:
/Applications/Android Studio.app/Contents/plugins/android/lib/templates/gradle-projects/AndroidWearModule/root/proguard-rules.txt.ftl
/Applications/Android Studio.app/Contents/plugins/android/lib/templates/gradle-projects/NewAndroidModule/root/proguard-rules.txt.ftl
/Applications/Android Studio.app/Contents/plugins/android/lib/templates/gradle-projects/NewAndroidTVModule/root/proguard-rules.txt.ftl
/Applications/Android Studio.app/Contents/plugins/android/lib/templates/gradle-projects/NewGlassModule/root/proguard-rules.txt.ftl
You can place this file by removing the extra extension beyond txt. Here is what it looks like so you can create your own and place in your android project.
# Add project specific ProGuard rules here.
# By default, the flags in this file are appended to flags specified
# in ${sdkDir}/tools/proguard/proguard-android.txt
# You can edit the include path and order by changing the proguardFiles
# directive in build.gradle.
#
# For more details, see
# http://developer.android.com/guide/developing/tools/proguard.html
# Add any project specific keep options here:
# If your project uses WebView with JS, uncomment the following
# and specify the fully qualified class name to the JavaScript interface
# class:
#-keepclassmembers class fqcn.of.javascript.interface.for.webview {
# public *;
#}