In Excel 2003, use the following steps:
Edit > Find (or Ctrl + F), in the Find what box enter the number, select the
cell Format, click Options and in Within select Workbook, and check Match
entire cell contents (this will prevent finding a string with the Find what
number). Click either Find all (which produces a list of cells in which the
number appears) or Find next (which will move you from cell to cell with each
click).
Earlier versions of Excel may differ slightly.