where is the pid file

Hi
on Linux Centos 5 wiht nginx 1.2.7, I am struggling to find the pid file

in my nginx.conf file I have
pid /usr/local/nginx/logs/nginx.pid;

but I dont see any nginx.pid in there. I tried to set that path at compile time but to no avail.

Is there a command to know where that file is?
Wy doesn't the above entry work?

Thanks!