At the command line type
Does it return a path to it? If no, use search in windows file explorer to locate which folder it is in.
Then go to Option in Autocad, Files, support file search path, confirm that that path is in there, if not pick add, then browse, and browse to that folder. Hit OK to exit, you should be good to go, if not try REINIT, pick PGP file, OK.
If the original search says it found it then try DEMANDLOAD and set it to 3. (you type that at the command line and hit enter, then 3, enter. Just in case you are really new to the program.)