If the default directory was not changed, you should find the downloaded files in (C:) > Users > Your PC name > Downloads folder. If you can't find them in the Downloads folder you can check the location from your browser options.
If you're using Mozilla, go to Settings, click Options, select the General tab and check the folder next to Save files to.
On Google Chrome, press Ctrl + J key combination, and then click the Open downloads folder button.
If you're using Internet Explorer, press the same key combination, click Options and press the Browse button to navigate to the downloads directory.
On Opera, you need to press the Ctrl + F12 key combination and click the Downloads button from the Advanced tab.