First, welcome to Mac-Forums and the world of Macs. Second, it's Mac and not MAC.
macOS/OS X (the operating system) doesn't impose a lot of restrictions on how you manage your files/directories. There are a couple of folders that are created for you to start with, but you can manage your files in any way you want.
Your Home folder will have Documents, Pictures and Downloads beside a couple of others. Most people use the Downloads folder as the place where you browser will download files and then those files get moved elsewhere, so the Downloads folder is just a temp holding area for files. Documents is your generic location for all of your stuff and Pictures is a way of keeping hour pictures together. Understand that this difference is just in the name, the Documents and Pictures folders don't have any special powers, it's just a folder that could be called anything else.
As far as finding files go, you have a couple of options. You can use Spotlight (CMD+space) and start entering whatever part of the filename you remember and you will see a list of what matches. This search isn't limited to your computer only but also websites, and other sources. If you just want to focus on searching files on your computer, then open up Finder (the first icon on your Dock with the smiley face) and you'll see a Search box on the top right. If you select no specific folder on the left sidebar and start searching, you will get options like "This Mac, Recent, Shared". The highlighted one is where Finder is searching. If you think a file is in the Downloads or Documents folder, for example, click on it and then search and now Recent will be replaced with the folder you selected and you can limit your search to that.
You might find Spotlight to be quite powerful in finding your files. Beyond that, just imposing a good organization structure to your files will make it easy for you to find files.