Look in...
Program Files\The Game Creators\FPS Creator\Files\prefabs
Each prefab has 5 files associated with it, with the BMP being the thumbnail.
You'll be able to find the Entities once you learn the Folder Structure.
I suggest Reading the PDF Manual that came with the software first.
Then familiarize yourself with the softwares Folder Structure.
Don't forget to do back-ups regularly when starting out, because you are bound to make a mistake.
There are a few Tutorials out there on how to do different things.
Search the forums with the Search Box at the bottom of the page before you post a question.
Chances are you already have the answer, so help us keep the forum tidy please.
Welcome to the FPSC community!