If you mean the game you made:
Just search for the project name from your root directory (normally C:\). No luck? Run your game and then press Ctrl+Alt+Del and choose to "Start Task Manager).
1. If your application is not listed in the "Applications" right-click it and choose "Go to process" and it will be highlighted. Skip to 3.
2. If your app is not there, click on "Processes" tab and find it.
3. Right-click the process and choose "Open file location".
4. You are now somewhere in the directory-tree of your app. Move up to the app's main folder and there you go.
If you mean the actual Game Creator:
Well first go to your browser download history. If you are not using Firefox (shame on you) then I'm not sure if this works the same:
1. In download history, locate the download.
2. Right-click and choose "Open containing folder". In other browsers, it may be in the "File" menu, usually Alt+F.
Failing that, just double-click it if it is a ln archive (zip, rar, 7z, etc), the archiver (like winrar, 7zip, winzip) that opens it should tell you the location in the "source file", "file", etc field.
If it's an exe, then double-click and run it. Now follow the steps I mentioned for "a game you made".
To burn to disc:
Locate what you want to burn. Now open another Explorer window and drag 'n drop the file onto your CD or DVD drive. Then follow the Windows instructions. Make sure you have a blank disc in the drive.
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