If everything is set to go to 'Downloads' and the ones you are looking
for aren't there then it's possible that the download didn't complete
so try getting them again.

Yes there are file system viewers and again exact information depends
on what version of Ubuntu you are using. Ubuntu uses Nautilus whereas
Kubuntu used Dolphin but there are multiple others you can install
with each having its strengths and weaknesses. Looking back I see you
had Ubuntu 11.10 and that was the second release that had the Unity
desktop - i.e. with the launcher bar on the left hand edge of the
screen. If you are still using that then the second icon down on the
left should be 'Home' and clicking that starts the Nautilus file
manager where you can access anywhere on the HD.