Your LW application program should be inside the Applications folder. However your location for saving downloads should be changed. Go to LW's preferences/options found under the LW name at top left on menu bar next to apple icon (Keyboard shortcut:
⌘ ,). Click Browse button under Save tab. Then direct it to a different location. If you see the example below (click to see larger view), you will see you have several options to reach your account. You could also choose Documents. Click New Folder button & name it when you have found a suitable location.