Tools > Downloads or {Ctrl + J} to open the Downloads window.
Right-click each of the files in the Download window and select Open Containing Folder. Unless you changed the default settings, all your downloaded files should be in the same folder in the file system

Thanx......it worked

yes, the files are there. and I am able to access them... run the executables, play the music, etc. but I am Not able to Move them out of the Downloads directory. They are locked. Any ideas?