Can't find saved effects file

Dear All,

This is probably a stupid question, but how do I locate a custom effects file once it's saved?  I made custom adjustments to the FFT filter and saved it under a custom name, but I didn't save it as a favorite.  Now I can't bring it up again as a custom effect because I don't know where to look for it!  I would think there would be a custom effects file somewhere???  Thanks.