I'm assuming you're on a Windows PC here. If you're on a Mac, someone else will probably have a better answer, since I've never used a Mac.
The default in Windows is your Downloads folder. Unless you specified somewhere else, that's where it will be. If you know the name you saved it under, you can also use search on the Start Menu.
Wanted to add: If you use the search on the Start Menu, you can also search *.ged. That will show you every GEDCOM on your hard drive.