It happens to the best of us. We forget where we put things. Car keys. Flash drives. Yes, sometimes we even forget where certain files are on our computers. We can't really help you with the car keys and flash drives (although we inexplicably find things like that in the refrigerator here), we can help you out with finding missing files.
Coming from a Windows environment, you might be familiar with the graphical Search Files/Folder application. You know the one, it has the weird little cartoon dog that sometimes finds your files and folders, sometimes returns a lot of stuff you don't need, or sometimes doesn't return anything at all, even though you know it exists.