Jenkins is running as a service on my Windows Agent, my Master is running on Ubuntu. The environment variable JENKINS_HOME is not set, but based on various searches I believe the jenkins home directory to be:
C:\Windows\System32\config\systemprofile\AppData\Local\Jenkins\.jenkins\secrets

To test, I added the following files and folders

init.groovy

init.groovy.d

  - init.groovy

the file should basically log a text to the Master's system log, like so:

   def logger = LogManager.getLogManager().getLogger("")

   logger.info("Jenkins Startup Script: It ran ! : ")

   logger.info("Jenkins Startup Script: It ran ! : ${jenkinsHome}/init.groovy.d ")

Since I wasn't sure of the actual JENKINS_HOME, I added the init.groovy both all these locations:

C:\Windows\System32\config\systemprofile\AppData\Local\Jenkins\.jenkins\secrets\init.groovy

C:\Windows\System32\config\systemprofile\AppData\Local\Jenkins\.jenkins\secrets\init.groovy.d\init.groovy

C:\Windows\System32\config\systemprofile\AppData\Local\Jenkins\.jenkins\init.groovy

C:\Windows\System32\config\systemprofile\AppData\Local\Jenkins\.jenkins\init.groovy.d\init.groovy

C:\Windows\System32\config\systemprofile\AppData\Local\Jenkins\war\WEB-INF\init.groovy

C:\Windows\System32\config\systemprofile\AppData\Local\Jenkins\war\WEB-INF\init.groovy.d\init.groovy

I restarted the Jenkins service, but as far as I can tell none of these were ever run, and nothing was ever sent to the log.

I'm new to Jenkins, so maybe I did it wrong, but it appears init.groovy is not executed on windows agents?