[Elahe Najafian]

I downloaded an audio book inside an application, but I can't find the audio file outside of the application. how can I find it?

[ManiacJoe]

Which phone?
Which version of android?
Which carrier?

Which app did the download?
Often these apps will hide/encrypt the book/song so that you cannot access the files outside the app, due to copyright issues.

[Rukbat]

And even if they don't, they usually download them to their own folders, so either you have to be that app or the phone has to be rooted.