Linux doesn't have .exe files though files may be given executable rights ... anyway look in /usr/local, /usr/local/share & /usr/share you may find it. To run it type ./filename
BTW, you installed it using RPM? If so most graphical rpm managers show the list of the files installed by the RPM & where they are installed
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Hardware - Celeron 266 MHz, 128MB RAM, Intel i740 8MB RAM
Software - Slackware Linux 10.1; Archlinux 0.7; Windows 98 SE
Humanware - GS/CS C++ L+++ w b+++ DI+ D+ e
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