If you are using the HP Photosmart Software to scan your files, you should be able to change / view the default location where the scanned files are stored. To do this, open the HP Solution Center > Settings > Scan settings. You should find an option there that is related to location of scanned files. You should check that location to find your files, or change it to an easier to reach location (your Desktop for example).
If you are not using the default program to scan your files, you can download it from the following support website.