When you click on a link to download files from the internet, one of the following things will happen:
The files will automatically download to either your computer's Downloads folder or another folder you have previously selected.
You will see a message box asking you where you want to download the files to. In this case, you can choose where they go. Select a folder you will remember in the future.
To open one of the files, surf to the folder you downloaded them to and then select the file. If you aren't sure where you downloaded to, you can search for the folder name with Windows (lower-left corner of your desktop screen).