most executable binaries are stored in /bin /sbin (intended to be run by super user) /usr/bin etc.
the structure takes a bit of getting used to, but once you get it, it's simple. Check my sig for a guide on the different directories.
there are certain commands that can aid you too
will tell you where it is (providing it's in the path, which can be seen with echo $PATH)
find / -name "<file>"
will search / for files named as specified