The Terminator: I'll be back.
Kyle Reese: Listen! And understand. That Terminator is out there! It can't be bargained with, can't be reasoned with! It doesn't feel pity or remorse or fear, and it absolutely will not stop. EVER! Until you are dead!
Kyle Reese: Come with me if you want to live.
The Housekeeping: Hey buddy, you got a dead cat in there or what?
The Terminator: Fuck you, asshole.
Sarah Connor: Look. I am not stupid, you know. They cannot make things like that yet.
Kyle Reese: Not yet. Not for about forty years.
Kyle Reese: But, there was one man who taught us to fight, to storm the wires of the camps, to smash those metal mother fuckers into junk. He turned it around. He brought us back from the brink. His name was Connor. John Connor. Your son, Sarah. Your unborn son.
Kyle Reese: Nobody goes home. Nobody else comes through. It's just him and me.
Chosen answer: Since terminators cannot self-terminate, only one very likely possibility comes to mind: it would have hidden itself away somewhere known to have remained undisturbed in the years between the termination of Sarah Connor and the start of the war, at which point it would rejoin the war effort.
Phixius