The Malicious software removal tool has a couple of options when you attempt to download it.. If you selected to "Run" the program when you saw the download box, then it will automatically run and scan your computer without actually downloading a program file to your computer.. It does it somwhat behind the scenes, exactly as if you had used it from the Windows Updates site..
On the other hand, if you selected to "Save" the file to your computer, it will have been saved as either of the files below, depending on whether you have a 32 bit or 64 bit version of Win8. You should be able to search for the file name using the info below.:
Windows-KB890830-V4.18.exe (Yesterday's 32 bit version)
Windows-KB890830-V4.19.exe (Today's 32 bit version)
Windows-KB890830-x64-V4.18.exe (Yesterday's version)
Windows-KB890830-x64-V4.19.exe (Today's version)
Hope this helps.