@ 1stold_dog
Downloaded files are wherever you put them.
Many browsers, including Internet Explorer, default to saving downloaded files in your "Downloads" folder, which by default is located at
C:\Users<yourusername>\Downloads
Because other locations may easily be configured as a default (or you may have chosen to save to a different location by using the "Save as" option), you should check whichever browser you use to see where it's saving things.
If you use Internet Explorer 11, press CTRL+J to open the folder where IE saves downloaded files. Each of the files shown will show the location where it was saved; if you hover the mouse over that link, you'll see the complete path to the saved file. If you click the "Options" link at the lower left of that window, you can change the default save folder.