Hope you're doing much better now.
One way of locating a downloaded file is through your browser 'download' icon. In firefox, at least two places will bring up your download history.
Under top menu 'Tools' is 'downloads in the drop down menu, and depending on your settings, it's also to the far right under the 'hamburger icon or three line thingie..' Firefox also has an icon pop up during the download that you can click on and go to folder location. Check your browser for it's download icon on the menu bar or elsewhere or in browser settings.
It sounds like it's going to a program folder, which is sometimes your default download folder which could be your local disk c:\downloads.
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