User blog comment:Xonius/I've Finally Done it!/@comment-7256673-20130711181424/@comment-5336596-20130711185451

It's the file system. For your (mac) desktop, you have to go through the path Users/yourusername/Desktop. For this case in which we are looking for the #SharedObjects folder, you go through the path Users/yourusername/Library/Preferences/Macromedia/Flash Player/*Random Characters*/clubpenguin.com. Under the assumption you have hidden folders visible, you should just be able to search for the #SharedObjects folder.