If the backup wasn't created in the default location, you can use this T-SQL (run this in SSMS) to find the file path for the most recent backup for all DBs on your SQL Server instance:
SELECT DatabaseName = x.database_name,
LastBackupFileName = x.physical_device_name,
LastBackupDatetime = x.backup_start_date
FROM ( SELECT bs.database_name,
bs.backup_start_date,
bmf.physical_device_name,
Ordinal = ROW_NUMBER() OVER( PARTITION BY bs.database_name ORDER BY bs.backup_start_date DESC )
FROM msdb.dbo.backupmediafamily bmf
JOIN msdb.dbo.backupmediaset bms ON bmf.media_set_id = bms.media_set_id
JOIN msdb.dbo.backupset bs ON bms.media_set_id = bs.media_set_id
WHERE bs.[type] = 'D'
AND bs.is_copy_only = 0 ) x
WHERE x.Ordinal = 1
ORDER BY DatabaseName;