When you download files, Windows
saves them in the Downloads folder, which is located under
your user name in the Users folder on the drive where
is installed (for example C:\users\your
name\downloads). When you are saving the file, you can
choose to save it to a different folder. Some different
types of files are saved to different folders by default.
For example, if you right-click a picture on a webpage and
then choose Save Picture As
from the menu, the
picture will be saved to the Pictures folder by default. If
you're not sure where the file was saved, you can search for
it from the Start menu.
In newer versions, click on Tools/View downloads.