A number of aspects can affect where downloaded files are saved, including the operating system, Web browser, and specific configurations of each.
If you are unsure where your downloaded file was saved, the first place to check would be your computer's downloads folder.
If you are using a Windows operating system, the Downloads folder is located under your user name in the Users folder on the drive where Windows is installed (i.e. C:\users\your name\downloads).
If you are using a Macintosh operating system, the Downloads folder is located in your home folder, which is denoted by your user name (i.e. your name/Downloads).
Some Web browsers give you the option of specifying a different folder to save downloads to. To check if you have specified a folder other than the default Downloads folder, open your Web browser and check your configuration by selecting Tools then Options (or Internet Options).