Oh dear oh dear! lol Everytime you preview a file, it creates a preview file that's stored in the Incomplete folder. 'Remember', once a file has 100% completed dwnlding LW 'moves it' from the incomplete folder to the LW dwnld folder. To know where this is, go to LW's menu Tools>Options>Saving & this will tell you the name, location & path of this folder. Now yo can use your OS search engine to locate that folder. Good idea to make a shortcut & put it somewhere easy to access such as on the desktop or in Explorer. 'Also', if you share your LW dwnld folder it will be displayed in the LW LIbrary window along with the incomplete folder & any other share folders you have. To add this to your shared folders list go to LW's menu Tools>Options>Sharing & press the Add button. Now direct it to where your LW dwnld folder is. Select, press Apply & OK. Go to your LW Library window & press the Refresh button & you'll see all the dwnlded items in that folder in the Lib window.

By the way, Preview files usually start with they prefix of Preview. So later after finishing dwnlding the file you can delete these from your incomplete folder (BUT be careful you delete the correct files.)