Open the Files app
Tap Browse
Tap Search
Enter the file name, app name, or keyword
Check Recents
Check On My iPhone
Check iCloud Drive
Open the folder where the file may be saved
Use the search bar in Mail, Messages, or Photos if the file was shared there
Check Downloads in the Files app
Check Recently Deleted in the Files app
Swipe down on the Home Screen and use Spotlight Search
Search by file type such as PDF, document, image, or video