Every catalog file is stored somewhere on your hard drive. You choose the store location when you first save a new catalog file.
If you can't remember the location, take a look at File->"Recent files". Your file is probably there.
If it is, open it and look at GTKtalog's title bar once the catalog is loaded. It displays the full path to the catalog file.
If it's not, try to remember if you really saved it with GTKtalog exiting properly. To search throuh your hard drive take a look at the "find" man page.