If you need to know where a particular search result is, use a REST search.
| rest splunk_server=local count=0 /services/search/jobs | rename title as searchString | rename label as searchName | table searchName searchString sid | search searchName="...etc"
This will get you a transposed (fields are now events) listing of the newest search job. 'sid' is the Search ID, and also the name of the folder in your dispatch directory.
Job results are stored in the dispatch directory on the search head: $SPLUNK_HOME/var/run/splunk/dispatch.
Location : dispatch directory
Default storage period : 7 days (later it will be deleted)
The SID should match the name of the directory in there. I just ran a search, used the job inspector to find the SID: 1380118161.133, and sure enough, there's a directory by that name in the dispatch directory. Any others you see in there with a longer form, such as: scheduler__nobody__SplunkforPaloAltoNetworks__RMD548bd043d4f751080_at\_1380118200_27537 represent scheduled jobs.
Thanks - there are quite a few folders in dispatch dir, how can I work out where my particular job is? I do have the SID.