Hi Pritska,
I understand how frustrating it could be when things do not work as expected. Please do not worry I will try my best to resolve it.
I would suggest you to search for the Bluetooth transferred file by using the file name.
How to search
http://windows.microsoft.com/en-IN/windows-8/search-apps-files-settings
Hope this information is helpful and do let us know if you need further assistance. We will be glad to assist.