Answer:
Temporary Internet Files folder
Explanation:
Assuming that your friend is using the Microsoft Windows 10 operating system, then this document would have gotten saved in the Temporary Internet Files folder within the operating system. This folder can be located within the following address in the operating system
C:\Users\[username]\AppData\Local\Microsoft\Windows\INetCache
Navigating to this address would help you find the folder and inside that should be the Microsoft Word document that you have used in your Internet Explorer Browser. This folder is where all browser files get saved when they are not explicitly downloaded to a specific folder but are still used within the browser.