The downloaded files are already existed on the local hard drive of your Computer.

To find the downloaded file:
For Windows version, go to Download on the left side > Downloaded tab, right click the file and select Open File Location to find it on your computer.


For Mac version, go to Download on the left side > Downloaded tab, click on the right side of the file and select Show in Finder.

Note: While clicking on right slide of the file, if no pop up, please make sure you have enabled the Secondary click feature of your Mouse by Apple icon on top left corner of your Mac > System Preferences > Mouse > Point & Click > Secondary click.

Or you can also refer to the Open File Location button on top to find the files on your computer.