What OS? In Windows 7 it should show up in Control Panel / Programmes and Features. Do you have CCleaner? (Download from here if not)
CCleaner.If it shows there you could uninstall in that utility.(In CCleaner - Tools) A Mystery as to where it is. Have you carried out a search in Windows Explorer?
How to get Windows 10 now: how to download and install Windows 10 even if GWX.exe is missing