In your Cortana/Search bar, type the name of the PDF and when it appears in the list right click it and select open file location.
It may be DRM'd though to not open in an app not signed into your Microsoft Account.
P.S.: It should be in your default location for saving downloads. Pro-Tip: set your default download location to desktop. Then every download is visible and ready for you to move it to the location you most want to keep it at.
Thank you. Just checked and it is DRM protectes. But it is an EPub format not pdf. Where would I change downloaded location for the store? I still am not able to locate the Epub file for the book oher than in the Edge Browser Book Hub