By 'saved' do you mean you long-pressed the text and then chose to 'save' it? If so, if you are using the stock message app (white envelope on yellow background), the file will be in the phone's Messaging folder and will have a file name that begins with SMS. You should be able to access it by opening the My Files app, then tap Device Storage, then tap Messaging.
If you're using the Verizon Messages app (white text bubbles on red background) and long-pressed a text message to save it, it'll be in the phone's VZMessages folder and will have a file name that begins with msg. Again, you should be able to access it by opening the My Files app, then tap Device Storage, then tap VZMessages.
If you used a different method to save the text, please post back.
