What if for some reason the file is not where is ought to be? That can happen if you chose some location and then forgot where.
Some options:
Just download it gain and this time pay attention.
Or, if you remember the name, do a search for a file with that name.
Or, if it was it was done less than 24 hours ago, look for many file created with today's date. Or yesterday's date.
That is what I have to do.