I've installed Jbead and the software copied all the files in the default installation directory which is in Program Files. Go to Computer and then the System drive (usually C:) and navigate to Program Files. You might find it in Program Files that has a X86 in its name. It indicates you're running a 64bit operating system. Look in both directories for the installation folder. There you'll find the executable file, but it's rather unusual to miss the installation of the program's icon on your desktop.
If you have many icons on the desktop, look for jbead by pressing the j key.