If you downloaded this app from the App Store, then it is likely in the Applications folder.
Click the Finder icon in the Dock, then press shift-command-A (⇧⌘A0to open the Applications folder.
Download apps from the App Store on your Mac - Apple Support
If you used the Safari browser to download this app from a website, then you'll need to check Safari's settings to locate where it was sent. While in Safari press command-comma (⌘,) to open Safari Settings... then click the General tab. You'll find the "File download location:" near the bottom of the settings window. Note the folder that is listed there. That's where you'll find items downloaded with the browser.
Download items from the web using Safari on Mac - Apple Support
If you used a different browser, that will also have a download location setting that you can view and edit if you wish.