Actually you don't need to search for the wave files. As milesmax stated, clean audio disk will do it for you.
First delete the project (.wrk or .cwp). Then make sure the project file is not still in your recycle bin - if so, flush it. After that run Clean Audio Disk from within Sonar. It will get rid of all the wave files that are not asssociated with a project (which will be all of those from the project you just deleted). That's also why you need to delete it from the recycle bin as well, since Sonar will continue to associate the waves with that project even while it is the recycle bin.