We communicate via email. He told me to get something under an address. But I can't find it under that location.
How would I say?
I didn't find it.
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I couldn't find it.
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Sign up to join this community"I couldn't find it" is more appropriate for your case, I think.
"I didn't find it" implies that you chose not to find it. "I couldn't find it" tells the listener that you tried, but failed.