You will find it in the folder for Quick Style Sets. The location for that folder is shown in the material I linked. Such a [quick] style set is triggered, accessed, whenever you go to the Design tab. This is a hidden system folder.

On my system, it can be found at C:\Users\Charles K. Kenyon\AppData\Roaming\Microsoft\QuickStyles. Again, its location may be different depending on your Windows version.