Here's one way to do it:
1. Open a Finder window and enter the name of the document in the search area in the right corner of the window.
2. Make sure the search is set to This Mac.
3. When the Mac finds the file in the window right click it and choose Show in Enclosing Folder
If you can find it, open it and right click the name of the file in the title bar of the app. That will show you where it is (you can even open the folder from there).
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