I would start by asking human resources or the person who hired you. If you do not have a 401k and would like to save for retirement I would suggest using the Bright Scope search feature and possibly searching for an advisor with no minimum (as I am guessing that you are starting to build your nest egg).
Good Luck and remember when saving for retirement... Early and Often.
Since it sounds like you don't work for the company anymore, try to recall if you remember getting any paperwork relating to 401k's, did you ever get statements or other paperwork pertaining to a 401k?
Your 401k administrator is responsible for sending you statements and notices as part of their fiduciary duty. If you have not received a statement it could be that they have tried sending, but do not have current contact information.
I would second Eric's advice and put in a call to human resources. If you're not comfortable speaking with them you can do a search on this site for the plan and find out which company handles the 401k (Fidelity, Vanguard, etc.). Next call them and give them your information. They should be able to tell you if there is an account with your info.