Once the files are 100% downlded, LW will move them from the incomplete folder into your Saved Files folder. 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.
If you want to see them listed in the LW Library window, go to LW's library window, click on Saved Files folder & the files will show to the right of it.
If you don't see your Shared folder in the library window, it means you're not sharing any files from that folder.