On my Ubuntu (Feisty) it is installed in a folder in my home directory so I can start it with...(open the terminal)
cd glest (you need to be in the glest folder before execution)
glest
or you could copy these lines into a text file (shell script) to start it...
#!/bin/bash
cd /home/{my_name}/glest
glest
Remember to make it executable ( chmod +x text_filename )
If Glest is not in your Home folder then you can find it by using...
sudo updatedb {enter password}
to index the HDD (give it a few minutes)
then
locate glest/glest
to find the application. (just using "locate glest" will list every glest file)