red5.properties file configuration:
If when you record, it plays back in the recorder, then it has saved somewhere. You will have to look around for where. If you are using PoodLL webapp (and you need to be for PoodLL to work) then there are some settings for the save directory. They were explained in the installing red5 doc.
If it does not play back, then it didn't save, and there is no file to find.