Can you find the C:\Program Files (x86)\Spybot - Search & Destroy 2 directory?
That's where Spybot's files will be installed, assuming that you accepted the default location and are running a 64 bit operating system. If you're running a 32 bit operating system, Spybot should be in C:\Program Files\Spybot - Search & Destroy 2
If that exists, did you accept the option to create a Start Menu group?