grep searches the contents of files, it doesn't search for files.
Code:
$ locate name_of_file
Pros: Fast:
Cons: Relies upon a database which is updated daily.
Code:
$ find / -type f -name name_of_file
Pros: Doesn't rely upon a database
Cons: The more files you have the slower it probably is.
Assuming you have some idea where the file is replace / with something else