Check Audiobooks for the category to be shown under Library in your iTunes sidebar.

I followed the instructions for bookmarking audio files (Ask, Feb/09), but after I changed the Media Kind of my MP3 file from Music to Audiobook, the file disappeared! How can I find it in my iTunes Library?

Blame iTunes’ relentless powers of organization. When you change a file’s Media Kind (found by selecting the file, pressing Command-I, and clicking the Options tab) from Music to Audiobook, iTunes will helpfully banish the file from your Music list to your Audiobooks list. But if you don’t have the Audiobooks category listed under Library in your sidebar, it’ll seem like the file in question is just gone, since you won’t find it under Music, where it used to be. To enable the Audiobooks category, go to iTunes > Preferences, and under the General tab, make sure the box by Audiobooks is checked in the Show section.