There are several ways to find your virtual machine on the Mac.
macOS Spotlight Search
By default Spotlight Seach indexes all the files on your Mac including virtual machine bundles.
Find its icon in the right top corner to begin with.
Type in pvm (Parallels virtual machine) or just the machine's name.
By default all virtual machines are stored in one of the following folders on the computer:
Use Finder's search engine to locate your virtual machine.
Type .pvm or the machine's name in the search field.
Parallels Desktop application
The virtual machine can also be found via Parallels Desktop Control Center.
- Click on Parallels Desktop logo on Mac menu bar > Control Center.
- Right click Parallels Desktop application icon in the dock > Control Center.
In Control Center right click the machine you'd like to find and select Show in Finder.