I cannot find my imported OBJ So basically I imported an OBJ from a game (Roblox) and it has various parts, but it does not go where I want it to go when I import it.

It is in Blender and its visible I just cannot find it. Anyway to teleport to an object or teleport a object to you?
You can press A to select all the objects then deselect camera and lamp, after that press Shift+C to set your 3d cursor to the center, and press Shift+S then Selection to Cursor (Offset) 
This should place your objects in the center of your 3d scene.