How do I find the location of a file in Linux?

On Linux: You can use the command realpath yourfile to get the full path of a file as suggested by others.

What is the equivalent of program files in Linux?

/bin and /usr/bin is where the scripts are that start the programs. The direct equivalent of “Program Files” though is probably /opt or maybe /usr/share (see Filesystem Hierarchy Standard). That directory contains the various support files for most programs.