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. You can do the same for the video or audio listing under Saved Files. Also if you put your cursor over the video or audio listing, it will show the location. To set it, go to LW's menu bar, Tools>Options>Saving.