I, myself, would look in the “Figures” and “Props” directories, from the Poser section of the Content Library pane, as being the ones most likely to contain building sets such as this one. Then I’d start looking for any subdirectory that looked like it might be relevant - say, file names that included things like “tomb”, “Pharaoh”, “pyramids” or “Egypt”. If the set had been designed by a particular person, you could look in the file containing items made by that designer. I would also go into Windows Explorer and open up /Documents/User/Daz3D/Studio/My Library/Runtime/ and carefully (making sure not to delete anything by mistake) go through the various directories, especially /Geometries, /Characters, /Props and /Textures. If you remember when you installed the set, you can sort the files by date and check all files created or modified on that date.
Concerning Haruchai’s suggestion - look for any file in the Content Library, particularly in the directories I mentioned, named “T_Pharaohs”. As installed, the sets aren’t always in files with names that make them easy to find!