All incomplete files will go to the incomplete folder. But if you changed the location of your save folder then a new incomplete folder will be created somewhere nearby it.

For fast & easy access, go to your LW Library window, select Saved Files folder & press the Explore button. Sample image here: Using Library Explore button to access downld folder (click on link) & the folder will open up for you.

See How to Share Folders (click on link). You can also allow sharing of Partial Files which is good for the network.