Depends on the distribution. Newer Ubuntu's that have "apport" enabled will have a crash report under /var/crash.
For everything else, the core file will be dropped in the working directory of the process when it crashed. So if you had a project open, it would probably be in the project's root directory. When you start up SlickEdit, you can run "pwd" at the SlickEdit command line to see what its working directory is. Also, you'll only get a core file if the ulimits allow it. If you run "ulimit -c" from a terminal window, and it comes back with "0", then no core file will be created.
If you can't find anything, maybe check the syslogs - I think most of the time you'll just get a message that just says a crash happened for a particular without a location, but some distributions with extra crash logging provide extra information.