First of all, welcome to LQ
Please title your questions more appropriately.
"where is it?" says nothing.
A better question would be "Trouble running kdenlive" or something similar. You would more likely get help with a more descriptive question.
Any ways, I have not tried kdenlive, nor have I ever used suse. In spite of that, I might be able to help.
Secondly, I only know of ClamAV as an antivirus for linux. I did not know AVG had a linux version. Furthermore, .exe files do not install on linux. You need to compile from source or use a package manager. I believe OpenSuse has a package manager which will install pre-made packages customized for your distro.
See here for installing from source
Did you install from source or use the package manager?
Did you resolve the dependencies?
So avenues to touble shoot are as follows.
So you say the program disappeared. To see if the program is still running, in a console type "top". You will see a list of running daemons.
Im thinking that there is an error and the program is shutting down. Possibly a dependency problem.
Try running the program from a console instead of clicking an icon. If you have an error, it might print the error on your console.
You can also search for log files for errors.
Try to find the log file as so.
sudo find / -iname *kdenlive* | grep log
If you found the error. You can google the error message. Probably others have had the same problem. Then post your issue here.