See image below. But if you can't see the downld window at all, if once you select to downld a file the downld window should appear. If not, have a look at the double-arrow at the bottom left & put your cursor near it. You can drag the window up so it shows the downld window. I've circled the arrows in blue in the image to show which arrows I'm refering to.
Also be aware of this:
Revert Popups to Default
And make sure you have your maximum downloads set to one or more (go to LW's menu bar, Tools>Options>Downlds & change it to a higher no. & press the Apply button.