The default path where any program is installed on a Windows machine is C:\Program Files. If you are using a 64-bit OS, the installation path for the mentioned application will be C:\Program Files (x86)\Free Download Manager. If this is your case, try to search the program there.
To see all the installed programs on your computer, go to Start > Control Panel > Programs and features. If you manage to find the program on the list provided, right click on the Name tab > go to More > make sure that the Location option is checked, then click OK. By doing this, the location where every program from the list is installed should appear next to every item from the list. You can see the location of Free Download Manager this way. If you can't find the program there, you will need to install it again.