The author's site, to begin with. You can download any flash game embebbed into a page, unless the author has taken rather extraordinary measures to prevent it. Which Leonizer hasn't.

Mabe even your browser has a button for that; Netscape, Mozilla, Firefox, and similar ones certainly do (select "page info"in the menus, select the tab "media", click in the .swf file you want to download, click the "save as" button. A milk walk).
If you can't do it the easy way you always got plan B - B is for "brute force" as always. View the page's source code (EVERY browser gives you that option), look for the URL of the .swf file, copy and paste it in the address bar, save it to your hard drive. Not as elegant, but very useful.