Does anyone know how we locate the Anaplan Server file to create a wdata chain to Anaplan?
I assume you're referring to Workiva. In that case you can reference this document that explains how Workiva uses their native integration to Anaplan.
To be honest, whether this works for you or not, you can always use Anaplan's REST API set and whatever scheduler you have available to do the same thing. The only caveat I would point out, whether you use Workiva integration or Anaplan's API, is that you should strive to obtain a CA Certificate and link it to an virtual user ID (email). This way you won't have to worry about expiring passwords within Anaplan.