If there's much, you might see if there's any info on the app's website, or perhaps a forum, that can tell you where it is.
Or, open a Finder window to your Documents folder, put it in List mode, get the Modified date in a column, then start the app and make a very minor change, and look for a current Modified date.
If you don't know how to do that, on a Finder window's menubar, select View > As List. You can then show the files inside any folders there by clicking the little "disclosure" triangles in front of the folder icon.
To get a new column, select View > Show View Options, and select the column(s) you want. You can then move them around on the Finder window by dragging the titles.