Program Files??? x11???

I installed a program called Seterra that required x11 to be on my mac. So, since I am running 10.4 I had to install x11. I did that and then I was able to install Seterra.exe onto my mac. The location directory of the Seterra file was C:/Program Files/Seterra. I recognize this from when I used to use a PC, but on a Mac I'm not sure how to find the file. I would imagine it should have been stored in my Applications folder, but it is not there. I am not a genius when it comes to computers, but I did try to manually open the file in Terminal... it didn't find the directory... perhaps I've entered it incorrectly or can't do it that way. I don't know. I've spent a lot of time online trying to find an answer to this question, but haven't found anything. I'm not sure if anyone knows how to find this file, but I would greatly appreciate any help you could offer. Thank you.

Steph.

 

When I do that it is only finding the original Seterra.exe install file???