Almost always, they go in ~/Desktop or ~/Downloads
With the "find" command, if you are not sure of the exact filename, use a string which you are sure is part of it. e.g.: Suppose the file is something about firefox (or Firefox), you could search like so:
find ~ -name "*irefox*"
I'm using "~" to signify your HOME directory, and searching for any filename containing the string "irefox".
I've learned the hard way to always use quotes whenever the search string includes wildcards.