Unless you told BC to put it somewhere else, it will be in your default download directory, as set in your preferences. If you didn’t change it, then it will be C:\Program Files\Bittorrent\Downloads so use Windows Explorer to look there.
If you did tell it to put that one elsewhere, (or even if you didn’t) you can use Windows’ search function to find it wherever it is.
But there are an awful lot of people who selected “remove task and all files” when they think they chose “remove task only”. Pilot error is, as always, the #1 issue.