I don't know how familiar with Unix you are Buck, so forgive me if you already know the following. The directory is probably hidden. Any file (or directory) in a unix filesystem that starts with a . is hidden.
You can select View/'Show Hidden ..' in Nautilus somewhere. The -a option tells the ls command to list hidden files and directories on the command line.
In general, applications leave files in several places according to standard unix practices about what data should be in what filesystem/directory. These practices are designed with a networked system in mind. /usr/bin is where the binary executables of general desktop applications should be. Many of these executables have linked libraries in /usr/lib . Most any application will also create a hidden folder in your home ( ~/ ) directory which will contain configuration information and data. Root's home directory is under /root/ instead of /home/$USERNAME/ .
I bet you'll find a .wine or similar directory in your home directory now
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