It is important to know which version of BearShare.
Only BearShare 5 and earlier versions run on the free Gnutella Network, the later versions run on a semi-commercial network owned by MusicLab or such which are legal downloads. That network has the RIAA's blessing it seems.

If she is using Bearshare 5, open the program, go to the Setup menu -> Downloads. This will show the destination of the downloads, also the partial downloaded files folder. Mine is set to C:\My Downloads\
But you can set to the download folder to what you prefer, even customising with a folder name like BearShare Downloads, etc. You could set this to desktop or create a shortcut of the download folder to the desktop for easy access.

BearShare has the ability to add the files to iTunes after downloading. Setup -> iTunes and there is an option for both iTunes and for adding to a playlist. Best to have iTunes open if you set the playlist.

The Library button, inside the My Files option is locations for All Files, Downloaded Files and Shared Files.