Where to place code that executes at the start of C# WPF app

Question

I am working on a C# WPF app and I make a folder with the following code:

public MainWindow()
        {
            InitializeComponent();

            string path = @"C:\Users\MyName\Documents\TestFolder";

            if (!Directory.Exists(path))
            {
                // Try to create the directory.
                Directory.CreateDirectory(path);
            }
        }

As you can see I currently have it in the initialization of my mainwindow. Is there a better place for this and other code you want to execute during startup of a WPF app?