You need to start by talking to the user that installed Serena License Manager on your machine to see what the installation path was. For example on my Linux machine the location of the file in question, as well as the license file serena.lic, is /opt/serena/SLM220/SerenaLicenseManager/linux.
Remember also that you can use standard UNIX search facilities to locate the file. For example, assuming that the installation was performed under /opt/serena, you could "cd" to that location and perform the following, preferably with a user that has permissions to view the relevant folder contents:
find . -name SerenaLicenseServer.log -print