I can't find path... =/

[Fatalzyntax]

I'm trying to play a Call of Duty 4 Demo - and I need to set up the path, I can't find the exe file for CoD4.
I'm not even sure what it is...
I tried browsing and searching for it, but no luck.
Is it something I need to download or something? If so, where?
Any help would be appreciated.