When you initially start a download, the file goes to the incomplete folder. When it is 100% finished downloading, FrostWire moves it to the download folder.

When iTunes imports a song, if you have it set to copy to its own library, then iTunes will copy the song across to its music folders.

Recognising junk files is something you learn bit by bit with experience. Learn to recognise the file sizes of spam. Learn to see that fake files generally do not have much mp3 id3 tag information. No easy answer unfortunately.