I'm having similar problems with locating the Gizmo's Texture map. There's too many hoops to jump through; it should have been included as a separate image file, not buried in a blend file. I'm skipping this section as a result.
Download the top file from "Course Files" tab above (you should have already got this if you've been following along!), then open "fundamentals-shading-cycles-finish-packed.blend". In there go File>External Data> Unpack All In To Files (this may be grayed out but click it anyway!). Choose the top option. You should then have the Textures folder in your folder. Now I just have to figure out how to associate them with the tutorial version of the file!
So now I am trying to assign the gizmo the texture, however its assigning it to the whole scene! Also, I may as well mention here that the background cube also doesn't have a texture and this isn't in the pack so I have a pink background.