In the Applications folder (El Capitan iMac) there is no Applescript editor. I've also checked the Utilities folder, but didn't find it. I don't think I would have mistakenly trashed it. Should I download a new one?
The AppleScript editor is called Script Editor.app and usually resides in /Applications/Utilities/.
If the file was deleted you may get it back by reinstalling it separately with Pacifist by extracting it from "Install OS X El Capitan.app (10.11.0) > InstallESD" and updating it with OS X El Capitan 10.11.5 Combo Update or immediately from "Install OS X El Capitan.app (10.11.5) > InstallESD".
As klanomath stated, it's called script editor, and resides in /applications/utilities
If it's not there, simply restarting into recovery and doing a reinstall of the OS should put it back
Here are the steps, if you're not certain on how to reinstall OS X: