I'm not immediately familiar with the tutorial you mention, but below are steps to find where any document has gone to in BizTalk.
First two places to check are in the event viewer and in the BizTalk Server Administration Console.
Check you have no errors in the event viewer.
In the admin console, click on the BizTalk Group in the left hand window and you should see two columns in the right hand pane, Work in Progress and Suspended Items. Click on Running service instances and Suspended service instances. Check that you message is not delayed for any reason (a Send Port being turned off perhaps).
In HAT, select Queries -> Most recent 100 service instances. Find the pipeline that will have wrote out your file, right click the service instance and select Message Flow. In the message flow view you should see in the URL the disk location where your file was written to.
(You can also look in the admin console to check where the send port is pointing)