It depends on whether you are using Windows or Mac.
I’m using a mac, and it is a little confusing. On a mac it is stored in a folder that is normally hidden, but can be found by the finder if you use the “Go to Folder” option in Finder:
~\Library
-> Application Support
-> com.nerdislandstudios.robotrumble
-> Robots
0000000.RR2Bot
I believe Windows stores the .RR2Bot file in the program directory. Can someone verify?