I seem to remember that in WinXp, you could search for the most recent files, which if done after a download, would show you where they had been put. Is that still available in Win10 ?
By default all downloaded files will go to the "downloads folder" unless you change the destination via your preferred browser.
If you need additional help or have more questions or details to share, please join the site so you can reply in this thread. See this link for instructions on how to join Windows Central.