Ok, I think I uderstand what's going on.
Those .tgz packages you got from the grisbi website are already compiled for slackware.
No need to do "make" or anything like that. They're already the binaries, not the source.
You can install them directly with:
su
installpkg <name of package>
Or by right-clicking in thunar and choosing install.
It is VERY likely that they will work just fine in Vector, so no need to do anything else.
Just install all of them.
What happened is that you extracted the .tgz package instead of installing it (I think).
The libofx problem is because you're starting the grisbi slackware binary, and that was compiled with support for ofx files.
If you want, just for the kick of it, you can have a shot at compiling the source (not sure if you get kicks out of compiling source code, but hey, sometimes I do). In which case delete whatever you downloaded before, download the grisbi source package (and only that) at the top of the download page here (
http://prdownloads.sourceforge.net/grisbi/grisbi-0.5.9.tar.bz2?download), extract the contents with thunar, then do exactly as I described above and you will have installed it as well.
root:# slocate libofx
Now for the searching.
Slocate searches a database of the files on your system, and is very fast, provided the database is updated. To update it, do (as root):
slocate -u
slocate libofx
No need to use the asterisks, I think. "slocate -i" does a case-insensitive search, so that's useful as well.
You can also use catfish, if you have it in your system, which will give you a graphical interface.
root:# find libofx
Yea, find is a pain...

In order to actually find a file called libofx you would have to type something like this:
find . -name libofx*
(for a search starting in the directory you are at the moment and all subdirectories)
You can also use catfish to search with find. Or you can use gtkfind. You should have it in your start menu, no?
Hope this helps.