It may be in the AviDemux folder itself---under Program Files or Program Files (x86) in your C drive.
You should always make an output folder for your videos and direct AviDemux to put them in there. And you should always add the correct extension to the file when you save. So if you are making an mpeg file, save as whatevertheheckyourvideois.mpeg. Or if you are making an mkv file, use the .mkv extension. Etc, etc.
AviDemux has the bad habit of putting .avi extensions on everything. And this can cause major problems on playback.