I'm trying to use Print to File and cannot locate the file.
Print to file creates a .prn file that only your printer can open and use. This is from MasterCook's Help:
Print to File: You can save the print job to a file instead of sending it to the printer. A file will be created and saved with the name and destination you specify. This is helpful if you want to send a cookbook ready for printing to a friend who doesn’t have MasterCook. The friend must have the same kind of printer you specified in the Printer field to be able to print the file. This feature is also useful if you are using a print service bureau.
See this Windows article which also explains it: