Your browser software probably put it in some obscure place.
If you have a situation which has been made complex/ mysterious by your IT
department (e.g. where they might have made you download get stored somewhere
other than on your computer) then have them tell you where that is.
Otherwise it's probably on your computer. If it's on your computer, then
you can't dismiss the idea of effectively searching for it by saying " I have
already done many searches on the hard drive"
If you are still using Microsoft Internet Explorer, when you do your search
make sure you have administrative privalages in case it has put it somewhere
that it Windows has impaired your access to.
Make sure your search mode tells you what resources you are searching.
Some of the MS "improvements" such as XP SP3 hide or impair this concept.
If your not sure of the file name, download something where you know the
exact file name and search for that.......that might tell you where your
browser is putting them.