I installed an Apple application, but I can't find it.
To get the updater icon on your Desktop just drag it from Start Menu>All Programs>Apple Software Update and leave it on your desktop....
Just double click the icon on the desktop, or in the start menu.
You can find all your applications in the Applications folder. This is practically the All Programs section found in Windows machines. To access Applications folder, go to Finder bar > Go > Applications or press Shift + Command + A.
Open your Start menu then All Programs then finally click Apple Software Update