If you do not remember where you saved the file, but you have some idea of how you named it, you can search for the file by name.

If you just downloaded the file, your web browser might have automatically saved it to a common folder. Check the Desktop and Downloads folders in your home folder.

You might have accidentally deleted the file. When you delete a file, it gets moved to the trash, where it stays until you manually empty the trash. See Recover a file from the Trash to learn how to recover a deleted file.

You might have renamed the file in a way that made the file hidden. Files that start with a . or end with a ~ are hidden in the file manager. Press the menu button in the sidebar of the window and enable Show Hidden Files to display them. See Hide a file to learn more.