dpkg ( or apt, aptitude, synaptic, etc ) is not the only way to install
things. It's only the most efficient ( on Debian ) and secure.
It is still possible to install from sources, for example, in this case,
it will problably be installed in /usr/local.
Also, it could be that your $PATH include a directory of your $HOME,
where an installer could have then installed something. For example, I
have installed some games like that: regnum, or redeclipse ( but I have
to type their complete names for now. I should add their pathes to my
$PATH for more ease of use, or bind their binaries to a shortcut... ).