What do you need help with?

With as much detail as possible, describe your question and what you may need help with.
I built baritone with the gradlew.bat file but there is still no "dist" folder in which are supposed to be artifacts...

Final checklist

• I know how to properly use check boxes
• I have not used any OwO's or UwU's in this issue.

Assuming you used https://github.com/cabaletta/baritone/blob/1.19.4/SETUP.md#build-it-yourself as a guide you probably just ran gradlew, which is not enough. I have no idea why the instructions only mention the command without arguments. Since you want to build for 1.20.2 simply running gradlew build should be enough to build everything, on older versions you might need an extra step and/or extra arguments.

Where do I find this gradlew build?

Should be the same file? If that doesn't work you'll need someone else to help you as I have never used a command line on windows.