I do not know of a movie maker package for Linux. If there is one, please
provide a link so that we can see what you were trying to do. There is a
MoviXMaker package in the repositories.
It is hard for us to determine what you did without more information. As a
general rule, install packages from Synaptic or from Add and Remove in the menu.
The packages will be installed to their right place and you will find a launcher
in the menu, unless it is a commandline tool, in which case you will have to run
it from a terminal window.
If you try to install packages by downloading them from other sources you can
mess up your system so that the package manager is unusable, as a few people
here have found out. That is because not all packages are for your system. They
must be for your distribution and even your version, so that all of the
dependencies can be resolved.
When you download a file, it is usually placed in your home folder by most
download managers. Some people prefer to change it to download to their desktop
and other like them in with their Documents. I would search those places first.
however, unless you are sure that it is for Ubuntu and your version (8.04, 7.10,
etc.), then I would delete it.
Once you get more experience you can use other Debs and even convert RPMs to
Debs without a problem. By that point in time, if you mess up dpkg or apt, you
can fix it.
If you did not download it but installed it using the package manager and you
can't find a launcher then you can probably assume that it has no GUI and is
meant to be run from the commandline. In which case, you may want to reconsider
the program and find another. Otherwise you will have to learn the syntax, learn
to type locations of files and use switches, which can be done, but may not be
your thing.
If it is a Windows program, you may not be able to run it in Linux without
installing Wine or running a virtual machine.
I have covered three scenarios here and am not sure if any fits your situation
from your brief and cryptic message (which refers to a Windows program and
downloading a package in a brief space).