In Linux programs and software packages can be installed in various directories.  Usually, all the executable programs and scripts should be in 

  • /bin
  • /usr/bin
  • /usr/sbin directories
  • somewhere under /opt
  • /usr/local/bin
  • /usr/local/sbin
  • in a directory in a user's account like /home/student/bin

One of the utilities that we can use is which, is a good fit to find exactly where the diff program resides on the filesystem. 

which

Here below you can see an example of how the command works:
which openvpn




In case you couldn't find the program that you were looking for, the command whereis can be a good alternative because it looks for packages in a larger range of system directories.
whereis

Here there is another example of how to find the openvpn but this time with the whereis command:

whereis openvpn








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