To find out where your downloads are going, go tools > options > saving. That will show you the location of your saved folder (your shared folder may not always be in the same location as your saved, depending on how you've set up LW).

Or try using your computer's search to look for some of the file names... if they show up, you'll be able to see their location

Unless you've deleted the old files, they should still be around. Even so, it's always a good idea to back things up, just in case anything goes haywire!