Look at the bottom of the myapp/elmah page for "This log is provided by the..." to see what type of logging you're using. If it's In-Memory, there is no physical file. Otherwise, the location of the file is specified by logPath in web.config, such as...
<elmah>
<errorLog type="Elmah.XmlFileErrorLog, Elmah" logPath="~\App_Data\" />
</elmah>
EDIT
I don't want to just replace the original code snippet because it might have worked for some people; for me it didn't and actually I had to change logPath a bit like that:
<elmah>
<errorLog type="Elmah.XmlFileErrorLog, Elmah" logPath="~/App_Data" />
</elmah>