To find files go to Start- Find- Files and Folders, and enter the name of the file you have downloaded. You also have the option of searching by date.
When downloading, pay attention to the dialog box, it should tell you in what directory and file the download is going. In fact, it should give you the option of specifying where it goes.

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I created a folder on my drive called Downloads, then whenever I download something I download it to this folder. I also rename the file to a more understandable discription.

Hi, Don't let the program choose the download folder. You can tell it where to download. I did as mechanic did and created folder on my desktop I named "Incoming." I direct all downloads to Save to disk and I direct them to C:\Desktop\Incoming. I usually only download one item at a time so no matter how obscure the name I know where to find it .
Many downloads come with .zip extensions. I have WinZip to unzip these files and I also tell WinZip to look in C:\Desktop\Incoming for zipped files.
After the first or second time the procedure becomes almost automatic.
Be sure you make note of where the file will be placed when you install it. Otherwise, do as suggested and use the Find\Files and Folders to locate it. HTH