Paul, if this is your first time using any game with Steam, then FSX:SE can be found at C:/Program Files (x86)/Steam/steamapps/common/FSX. FSX.exe will run it. In case it doesn't, you need to run Steam like loki said. It should be found at /Steam/steam.exe.
I STRONGLY suggest you move your Steam installation to C:/, NOT Program Files, since the two Program Files folders have very strict read and write protection by Windows, and it may interfere with some FSX functions and editing. Here are instructions on how to do this - scroll down to "How do I move my existing Steam installation?"
https://support.steampowered.com/kb_article.php?ref=7418-YUBN-8129
Good news, UTX USA definitely works in FSX:SE. I used it for years before I switched to Orbx. In fact, around 95% of FSX add-ons can easily work with FSX:SE. I look forward to hearing of your success soon!