All electrical outlets are working well except one
A problem like that is either at the faulty receptacle, or at the outlet before that.  Check the one that feeds it.  

As far as your GFCI, you'll want to find that.  Have you checked the breaker panel?  Or near the breaker panel?  I like to run a short stretch of conduit off the panel, then a 2-gang box with two GFCI deadfaces (or livefaces). 

A GFCI is a device, not a receptacle.  You may be accustomed to seeing GFCI devices that are combo devices which also provide twin 120V receptacles.  There are other kinds of GFCI device.