Those files are temporarily stored in the hard drive and deleted once you save the file or close the program BUT if the program or computer crashes sometime they stay (stealing space from the hard drive so eventually you need to delete them manually; I know since last year I found I had lost many Gbs of disk space and I didn't know why).
So look for (.tmp files), if you finf the file you are supposed to be able to open it... BUT there are no warranties, if the file got deleted or corrupted then you are out of luck.
In Windows the files are usually in: C:\Documents and Settings\%USERNAME%\Local Settings\Temp. (%USERNAME% is "YOUR" username)
Also the files could be a "hidden file" you you might need to set to folders to show all "hidden files"
Read this for more info on adobe temporary files. http://www.ai.viewertool.com/