It is my understanding that any files generated are put in the working directory where the workflow is being run. To see what this is on server you could try to add a browse tool connected to a formula with the Engine.WorkflowDirectory as a field and check this folder to see if it's being generated here.
If you are writing the file from Python (as opposed to writing the data out from a Python tool then using an output data tool) this can also cause issues as the Python script doesn't execute in the same directory as the workflow. To fix this, could pass the workflow directory into the Python script and writing the data to this location.
