I've never used GOG before. So I got the download key, and the installer has said it installed, but where has my game gone? It's not created a desktop shortcut, adn I'm not very fond of technology as in rooting around the C: drive to find it.

Edit: Or at least how can I start playing?

Edit 2: No matter, I appear to have found it.

For anyone else having a similar issue. If you dont see a desktop shortcut, the game can be launched from the Start Menu:
Gog.com > AvP > Aliens vs Predator Classic 2000 - Galaxy Client