If you can't find it and it's not a hidden icon, you should verify that you have the app installed successfully. Go to your Options icon then at the top click Advanced Options > Applications. Your application list will load and you'll see everything installed on the phone, so you should also see your 411 app.
Also, some applications don't even leave an icon. Some only add a new menu item or functionality. So since it's a 411 app you might want to go to your call log and hit your menu button to see if something shows up there.