Yes you can, if you know the product code. Just type
msiexec /x [ProductCode]
on the command line. Or you could do it through the Add/Remove programs applet.
If you want to find the physical file, Windows actually stores a copy of the msi when it runs it - you will find it somewhere in your %WINDOWS%\Installer folder, but it will have been given a random name so could be quite hard to find :)
Alternatively if you don't know the product code (which you should) then try searching for your app name under the HKEY_CURRENT_USER\Software\Microsoft\Installer
and HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\Installer\UserData
registry keys, you will find the product code there. (quick hint: you can also search for UninstallString
values in the registry).