You could just try #slocate mplayer or #slocate firefox. If you've never used slocate or locate before you'll need to run as root #updatedb -u -e /mnt. This will create an index of all the files in your file system starting from / and excluding the /mnt directory. To refine the search further, try #locate firefox | less, then you can search the results more specifically for what you're looking for.
Unfortunately, installing in linux isn't like installing in windows. Files sorta land all over the place, and it depends on the choice of the package maintainer exactly where they land. Binaries will land in /usr/bin or /usr/share/bin or /usr/local/bin or... And then there are libraries that will land in /usr/lib or similar paths. So there's no really easy answer to your question.
Ok, I guess maybe there is an easy way to find the answer to your question.