A file shows in "locate" command but don't exist. Why?

locate uses a database called locatedb. It's normally updated by system cron jobs. If the DB hasn't been updated, it'll show non-existent or new files/directories. you can force an update with the updatedb command. See this link among others.

Manpage of locate clearly says -

   locate  reads  one or more databases prepared by updatedb and writes
   file names matching at least one of the PATTERNs  to  standard  output,
   one per line.

   By default, locate does not check whether files found in database still
   exist;  locate  can  never  report  files created after the most recent
   update of the relevant database.

Source

locate is based on a database which is usually updated once a day via cron. Force an update: run updatedb and your locate iceweasel will return up-to-date results.