You seem not to have the kernel source installed; have you tried your package manager to install the source (assuming that you want it installed)?
You can find things with 'locate'; if you try this, for newly installed things, you will first need to run 'updatedb' (although, locate usually finds too much and you have to use the '| grep some_name' trick that you already know to filter things).
What can i conclude from the above...?
That you are in some confusion about the kernel and the kernel source? You have the first, but not the second, seemingly.