I recorded a video but i can not view it because it displayed the message: file...

I recorded a video, but I can not view it, because it displayed the message: "file can not be read." Delete this video, I can not, because it is somehow protected and something I do not know how and what. On the computer I do not find this video. I looked through all the folders but could not find him anywhere.

Can you please tell me what to do?