A. Windows 7 does have that nice 'Search in' feature built right into Windows Explorer.
However I will help you out - its in \xampp\php - amazing, huh?
B. Is a little more recondite.
B1. you could start it via the command line- which might be a little tricky, particularly if you are a penguin.
B2. Use the very nice XAMPP shell button that is built into the Control Panel
When the Command Shell opens, type 'mysql' (of course without the single-quotes).
Good Luck with XAMPP