Where did I download or save it to?
The most likely location is your Downloads folder, but where the files went after they were downloaded, will depend on the configuration of your browser. If you are using windows, the fastest way to locate the files is to use the Search tool.
The shortcut is, press the Windows Key (usually the key to the left of your space bar with the windows logo on it) and the letter S, at the same time.
This should launch the finder, or you can also find it in your menu by clicking on the START BUTTON...