If you've left your saved & shared files as the default (ie didn't change location of saved/shared folders), then what you download automatically goes into your shared folder. If you want to add more folders for sharing, have a look at this thread:
How to share folders
Go into LW's library & look at the uploads column...number on the right shows attempted uploads & number on the left shows successful uploads. If you're not seeing any uploads, maybe there's a firewall issue. Do you see the firewall icon (brick wall in front of the blue globe)?
If you see that firewall icon & don't see any uploads, post your details
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